+127.5%
MAGS vs AU
+577.5%
-450.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +0.6% | -4.3% | +4.9% | +1.0% |
| 30D | +3.2% | +7.3% | -4.1% | +2.6% |
| 3M | +7.7% | +26.3% | -18.7% | +5.5% |
| 6M | +12.5% | +1.8% | +10.7% | +11.3% |
| YTD | +6.0% | +26.8% | -20.9% | +3.5% |
| 1Y | +14.4% | +66.7% | -52.3% | +10.1% |
| 3Y | +127.5% | +579.1% | -451.5% | +102.9% |
| All | +127.5% | +577.5% | -450.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling