+191.5%
MAGS vs BAM
+81.6%
+109.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +0.5% | -2.0% | +2.5% | +1.4% |
| 30D | +1.5% | -2.9% | +4.4% | +2.7% |
| 3M | +0.5% | +9.4% | -8.9% | -4.1% |
| 6M | +11.6% | +10.8% | +0.8% | +5.5% |
| YTD | +5.3% | -0.4% | +5.7% | +4.1% |
| 1Y | +14.9% | -10.9% | +25.7% | +19.6% |
| 3Y | +128.9% | +61.3% | +67.6% | +82.0% |
| All | +191.5% | +81.6% | +109.9% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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