+191.0%
MAGS vs BG
+44.4%
+146.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | +0.4% | +10.3% | -9.9% | -0.2% |
| 3M | +5.6% | -1.9% | +7.5% | +5.8% |
| 6M | +12.3% | +5.2% | +7.1% | +11.6% |
| YTD | +5.1% | +41.2% | -36.1% | +1.0% |
| 1Y | +14.0% | +50.5% | -36.6% | +8.4% |
| 3Y | +129.4% | +19.9% | +109.5% | +113.3% |
| All | +191.0% | +44.4% | +146.6% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling