+6.3%
MAGS vs BLDR
-38.1%
+44.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.0% | +1.5% |
| 7D | -1.4% | +24.4% | -25.7% | -3.3% |
| 30D | -4.4% | +24.9% | -29.3% | -6.3% |
| 3M | +1.9% | -7.8% | +9.7% | +3.5% |
| 6M | +4.9% | -5.8% | +10.7% | +5.4% |
| YTD | +6.5% | -32.5% | +39.0% | +9.5% |
| 1Y | +6.3% | -36.7% | +43.0% | +9.7% |
| All | +6.3% | -38.1% | +44.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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