+188.2%
MAGS vs ATI
+371.0%
-182.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.6% |
| 7D | +1.7% | +4.2% | -2.5% | +0.7% |
| 30D | -5.8% | -2.5% | -3.2% | -5.5% |
| 3M | +0.2% | -19.4% | +19.7% | +4.9% |
| 6M | -2.7% | +11.1% | -13.7% | -6.5% |
| YTD | +4.1% | +59.5% | -55.4% | -9.6% |
| 1Y | +7.5% | +85.8% | -78.3% | -10.4% |
| 3Y | +122.0% | +311.9% | -189.9% | +46.3% |
| All | +188.2% | +371.0% | -182.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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