+7.5%
MAGS vs BLDR
-42.6%
+50.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.7% | -3.0% | +4.6% | +1.9% |
| 30D | -5.8% | +20.1% | -25.9% | -7.6% |
| 3M | +0.2% | -17.5% | +17.8% | +2.8% |
| 6M | -2.7% | -16.1% | +13.4% | -1.2% |
| YTD | +4.1% | -41.0% | +45.1% | +8.4% |
| 1Y | +7.5% | -41.6% | +49.1% | +11.9% |
| All | +7.5% | -42.6% | +50.1% | +11.9% |
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