+191.5%
MAGS vs BEN
+54.1%
+137.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.6% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +1.5% | -0.5% | +2.0% | +1.6% |
| 3M | +0.5% | +9.7% | -9.3% | -2.7% |
| 6M | +11.6% | +33.9% | -22.3% | +0.8% |
| YTD | +5.3% | +49.0% | -43.7% | -8.3% |
| 1Y | +14.9% | +42.1% | -27.2% | +1.4% |
| 3Y | +128.9% | +51.9% | +77.0% | +87.1% |
| All | +191.5% | +54.1% | +137.5% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling