+191.5%
MAGS vs APD
+15.2%
+176.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | +1.5% | +2.1% | -0.6% | +1.1% |
| 3M | +0.5% | +7.2% | -6.7% | -0.9% |
| 6M | +11.6% | +11.2% | +0.3% | +9.1% |
| YTD | +5.3% | +24.4% | -19.1% | +0.5% |
| 1Y | +14.9% | +6.7% | +8.2% | +13.4% |
| 3Y | +128.9% | +9.2% | +119.6% | +124.2% |
| All | +191.5% | +15.2% | +176.3% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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