+48.4%
MAGS vs BIYA
-99.8%
+148.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | +1.1% | -15.9% | +17.0% | +1.0% |
| 3M | +7.7% | -81.2% | +89.0% | +7.4% |
| 6M | +11.7% | -88.2% | +99.9% | +11.9% |
| YTD | +4.9% | -94.1% | +99.0% | +5.3% |
| 1Y | +14.3% | -98.7% | +113.0% | +16.4% |
| All | +48.4% | -99.8% | +148.1% | +50.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling