+188.2%
MAGS vs ARMK
+120.6%
+67.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.7% | +2.7% | -1.0% | +0.9% |
| 30D | -5.8% | -1.5% | -4.3% | -5.5% |
| 3M | +0.2% | -11.6% | +11.8% | +3.5% |
| 6M | -2.7% | +6.7% | -9.4% | -5.1% |
| YTD | +4.1% | +47.4% | -43.3% | -8.5% |
| 1Y | +7.5% | +41.5% | -34.0% | -4.4% |
| 3Y | +122.0% | +95.5% | +26.5% | +80.7% |
| All | +188.2% | +120.6% | +67.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling