+191.5%
MAGS vs ATI
+441.9%
-250.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.1% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +1.5% | +2.7% | -1.2% | +0.6% |
| 3M | +0.5% | +16.3% | -15.9% | -3.8% |
| 6M | +11.6% | +30.2% | -18.6% | +3.2% |
| YTD | +5.3% | +83.6% | -78.3% | -11.1% |
| 1Y | +14.9% | +173.0% | -158.1% | -13.1% |
| 3Y | +128.9% | +356.6% | -227.8% | +46.2% |
| All | +191.5% | +441.9% | -250.4% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling