+125.7%
MAGS vs BB
+66.7%
+59.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +0.8% | +1.8% | -1.0% | +0.6% |
| 30D | +0.4% | -12.2% | +12.6% | +2.1% |
| 3M | +5.6% | -12.3% | +17.9% | +6.5% |
| 6M | +12.3% | +122.7% | -110.4% | -3.6% |
| YTD | +5.1% | +104.5% | -99.4% | -8.6% |
| 1Y | +14.0% | +106.7% | -92.7% | -1.5% |
| All | +125.7% | +66.7% | +59.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling