+14.3%
MAGS vs BIYA
-98.7%
+113.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.0% |
| 6M | +11.7% | -88.2% | +99.9% | +11.6% |
| YTD | +4.9% | -94.1% | +99.0% | +4.8% |
| 1Y | +14.3% | -98.7% | +113.0% | +23.3% |
| All | +14.3% | -98.7% | +113.1% | +23.3% |
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