+183.5%
MAGS vs ARWR
+126.4%
+57.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.4% | -2.9% | +1.5% | -1.1% |
| 30D | -8.4% | -5.4% | -3.0% | -7.8% |
| 3M | -1.5% | -32.2% | +30.7% | +2.3% |
| 6M | -1.4% | -26.5% | +25.2% | +1.1% |
| YTD | +2.4% | -12.4% | +14.8% | +2.5% |
| 1Y | +3.5% | +46.9% | -43.3% | -2.9% |
| 3Y | +125.3% | +116.0% | +9.3% | +88.0% |
| All | +183.5% | +126.4% | +57.1% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling