+191.0%
MAGS vs BAH
-20.0%
+211.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +0.4% | -6.6% | +7.0% | +1.0% |
| 3M | +5.6% | -7.2% | +12.7% | +6.1% |
| 6M | +12.3% | -10.0% | +22.3% | +13.1% |
| YTD | +5.1% | -12.5% | +17.5% | +5.8% |
| 1Y | +14.0% | -27.9% | +41.9% | +17.2% |
| 3Y | +129.4% | -31.4% | +160.8% | +128.4% |
| All | +191.0% | -20.0% | +211.0% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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