+105.0%
MAGS vs AS
+120.4%
-15.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.2% |
| 7D | +0.5% | -4.9% | +5.4% | +1.6% |
| 30D | +1.5% | -19.6% | +21.1% | +6.5% |
| 3M | +0.5% | -14.4% | +14.8% | +3.8% |
| 6M | +11.6% | -20.1% | +31.7% | +16.5% |
| YTD | +5.3% | -20.9% | +26.2% | +9.9% |
| 1Y | +14.9% | -21.9% | +36.7% | +19.8% |
| All | +105.0% | +120.4% | -15.4% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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