+188.2%
MAGS vs BBAI
-35.0%
+223.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.7% | +7.4% | +0.3% |
| 7D | +1.7% | -14.0% | +15.6% | +2.7% |
| 30D | -5.8% | -12.4% | +6.6% | -5.1% |
| 3M | +0.2% | -42.8% | +43.1% | +4.0% |
| 6M | -2.7% | -54.6% | +52.0% | +2.2% |
| YTD | +4.1% | -64.6% | +68.7% | +10.3% |
| 1Y | +7.5% | -69.9% | +77.4% | +14.7% |
| 3Y | +122.0% | +7.3% | +114.7% | +104.8% |
| All | +188.2% | -35.0% | +223.3% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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