+190.0%
MAGS vs APD
+18.9%
+171.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.0% |
| 7D | +1.3% | -1.6% | +2.9% | +1.6% |
| 30D | -6.3% | +10.6% | -16.9% | -7.9% |
| 3M | -0.1% | +2.5% | -2.6% | -0.5% |
| 6M | -0.8% | +6.0% | -6.7% | -1.9% |
| YTD | +4.7% | +28.4% | -23.7% | -0.6% |
| 1Y | +6.8% | +22.2% | -15.4% | +2.3% |
| 3Y | +128.9% | +26.6% | +102.4% | +119.3% |
| All | +190.0% | +18.9% | +171.1% | +179.8% |
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