+183.5%
MAGS vs APD
+16.6%
+166.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -1.4% | -3.7% | +2.3% | -0.8% |
| 30D | -8.4% | +9.6% | -18.0% | -9.8% |
| 3M | -1.5% | +1.6% | -3.2% | -1.8% |
| 6M | -1.4% | +2.2% | -3.5% | -1.9% |
| YTD | +2.4% | +25.9% | -23.5% | -2.5% |
| 1Y | +3.5% | +20.1% | -16.6% | -0.6% |
| 3Y | +125.3% | +12.4% | +112.9% | +119.1% |
| All | +183.5% | +16.6% | +166.9% | +174.4% |
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