+193.4%
MAGS vs BG
+43.1%
+150.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.1% |
| 7D | +0.6% | +3.1% | -2.5% | +0.5% |
| 30D | +3.2% | +10.2% | -7.0% | +2.6% |
| 3M | +7.7% | -1.7% | +9.3% | +7.8% |
| 6M | +12.5% | +1.0% | +11.5% | +12.2% |
| YTD | +6.0% | +39.9% | -34.0% | +1.9% |
| 1Y | +14.4% | +53.2% | -38.8% | +8.4% |
| 3Y | +127.5% | +16.3% | +111.3% | +111.9% |
| All | +193.4% | +43.1% | +150.3% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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