+191.0%
MAGS vs AU
+349.0%
-158.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | +0.4% | +12.3% | -11.9% | -0.6% |
| 3M | +5.6% | +29.4% | -23.8% | +3.3% |
| 6M | +12.3% | +3.2% | +9.1% | +11.0% |
| YTD | +5.1% | +31.8% | -26.7% | +2.4% |
| 1Y | +14.0% | +83.4% | -69.4% | +8.9% |
| 3Y | +129.4% | +623.1% | -493.7% | +99.9% |
| All | +191.0% | +349.0% | -158.0% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling