+190.0%
MAGS vs ATI
+433.4%
-243.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | +1.2% | +3.2% | -1.9% | +0.5% |
| 30D | -0.1% | -9.0% | +8.9% | +2.1% |
| 3M | +3.8% | +15.1% | -11.3% | -0.4% |
| 6M | +13.2% | +38.1% | -24.9% | +3.2% |
| YTD | +4.7% | +80.7% | -75.9% | -11.3% |
| 1Y | +14.4% | +167.5% | -153.1% | -13.0% |
| 3Y | +128.6% | +366.0% | -237.4% | +46.2% |
| All | +190.0% | +433.4% | -243.4% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling