+191.5%
MAGS vs ARMK
+132.3%
+59.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | +1.5% | 0.0% | +1.5% | +1.3% |
| 3M | +0.5% | +6.7% | -6.2% | -1.7% |
| 6M | +11.6% | +38.8% | -27.2% | +0.5% |
| YTD | +5.3% | +55.2% | -49.9% | -8.6% |
| 1Y | +14.9% | +46.6% | -31.7% | +1.3% |
| 3Y | +128.9% | +112.9% | +16.0% | +81.9% |
| All | +191.5% | +132.3% | +59.3% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling