+6.3%
MAGS vs BIYA
-98.4%
+104.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.2% |
| 7D | -1.4% | -4.0% | +2.7% | -1.4% |
| 30D | -4.4% | -15.0% | +10.6% | -4.3% |
| 3M | +1.9% | -58.1% | +60.0% | +1.4% |
| 6M | +4.9% | -90.0% | +94.9% | +4.3% |
| YTD | +6.5% | -96.9% | +103.5% | +6.0% |
| 1Y | +6.3% | -98.2% | +104.5% | +5.2% |
| All | +6.3% | -98.4% | +104.7% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling