+48.1%
MAGS vs BIYA
-99.8%
+147.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | +2.7% | -1.5% | +1.2% |
| 30D | -0.1% | -18.7% | +18.6% | -0.2% |
| 3M | +3.8% | -72.0% | +75.8% | +3.7% |
| 6M | +13.2% | -86.4% | +99.6% | +13.3% |
| YTD | +4.7% | -94.2% | +98.9% | +5.1% |
| 1Y | +14.4% | -98.4% | +112.8% | +16.2% |
| All | +48.1% | -99.8% | +147.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling