+190.0%
MAGS vs BAH
-20.1%
+210.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +1.2% | -4.3% | +5.6% | +1.6% |
| 30D | -0.1% | -4.5% | +4.4% | +0.3% |
| 3M | +3.8% | -7.6% | +11.4% | +4.4% |
| 6M | +13.2% | -10.6% | +23.9% | +14.1% |
| YTD | +4.7% | -12.6% | +17.3% | +5.4% |
| 1Y | +14.4% | -27.0% | +41.4% | +17.4% |
| 3Y | +128.6% | -31.5% | +160.0% | +127.6% |
| All | +190.0% | -20.1% | +210.0% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling