+125.2%
MAGS vs BIDU
-34.9%
+160.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -1.8% | -5.2% | +3.4% | -0.8% |
| 30D | +1.1% | -14.5% | +15.6% | +4.0% |
| 3M | +7.7% | -22.9% | +30.6% | +12.9% |
| 6M | +11.7% | -27.8% | +39.5% | +17.9% |
| YTD | +4.9% | -30.7% | +35.5% | +11.0% |
| 1Y | +14.3% | -15.8% | +30.2% | +15.3% |
| All | +125.2% | -34.9% | +160.1% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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