+14.0%
MAGS vs ARWR
+201.3%
-187.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | +0.8% | -3.2% | +4.0% | +1.0% |
| 30D | +0.4% | -6.5% | +6.9% | +0.8% |
| 3M | +5.6% | +12.7% | -7.1% | +4.3% |
| 6M | +12.3% | +36.2% | -23.9% | +9.0% |
| YTD | +5.1% | +24.5% | -19.4% | +2.3% |
| 1Y | +14.0% | +198.0% | -184.0% | +4.4% |
| All | +14.0% | +201.3% | -187.4% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling