+30.0%
MAGS vs AMRZ
-17.3%
+47.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | +0.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | -0.1% | -9.8% | +9.7% | +1.6% |
| 3M | +3.8% | -17.2% | +21.0% | +6.6% |
| 6M | +13.2% | -26.9% | +40.2% | +18.2% |
| YTD | +4.7% | -21.5% | +26.2% | +8.3% |
| 1Y | +14.4% | -22.9% | +37.3% | +16.9% |
| All | +30.0% | -17.3% | +47.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling