+191.5%
MAGS vs AME
+77.1%
+114.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +1.5% | -6.7% | +8.2% | +4.5% |
| 3M | +0.5% | +4.1% | -3.6% | -1.9% |
| 6M | +11.6% | +1.6% | +10.0% | +9.7% |
| YTD | +5.3% | +16.1% | -10.9% | -3.4% |
| 1Y | +14.9% | +27.3% | -12.4% | +0.2% |
| 3Y | +128.9% | +50.9% | +78.0% | +78.1% |
| All | +191.5% | +77.1% | +114.4% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling