+122.0%
MAGS vs BHP
+53.3%
+68.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -5.8% | -4.5% | -1.2% | -4.3% |
| 3M | +0.2% | -6.9% | +7.1% | +2.4% |
| 6M | -2.7% | -10.6% | +7.9% | +0.4% |
| YTD | +4.1% | +37.2% | -33.1% | -10.6% |
| 1Y | +7.5% | +48.0% | -40.5% | -10.8% |
| 3Y | +122.0% | +52.6% | +69.5% | +69.5% |
| All | +122.0% | +53.3% | +68.7% | +69.5% |
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