+128.6%
MAGS vs BEN
+56.8%
+71.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.2% | +4.7% | -3.5% | -0.4% |
| 30D | -0.1% | +2.6% | -2.7% | -1.0% |
| 3M | +3.8% | +11.5% | -7.7% | -0.1% |
| 6M | +13.2% | +35.3% | -22.1% | +1.7% |
| YTD | +4.7% | +48.6% | -43.9% | -8.9% |
| 1Y | +14.4% | +46.7% | -32.3% | -0.3% |
| 3Y | +128.6% | +57.0% | +71.5% | +88.6% |
| All | +128.6% | +56.8% | +71.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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