+125.7%
MAGS vs BHP
+81.6%
+44.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +0.4% | +4.0% | -3.6% | -1.2% |
| 3M | +5.6% | +11.3% | -5.7% | +0.9% |
| 6M | +12.3% | +29.3% | -17.0% | +0.5% |
| YTD | +5.1% | +59.2% | -54.1% | -14.4% |
| 1Y | +14.0% | +80.8% | -66.9% | -12.5% |
| All | +125.7% | +81.6% | +44.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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