+191.5%
MAGS vs BAH
-19.3%
+210.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +0.5% | -3.2% | +3.8% | +0.8% |
| 30D | +1.5% | +2.0% | -0.5% | +1.3% |
| 3M | +0.5% | -7.6% | +8.1% | +1.0% |
| 6M | +11.6% | -5.7% | +17.3% | +11.8% |
| YTD | +5.3% | -11.7% | +17.0% | +5.9% |
| 1Y | +14.9% | -27.4% | +42.3% | +18.1% |
| 3Y | +128.9% | -32.5% | +161.4% | +128.9% |
| All | +191.5% | -19.3% | +210.8% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling