+14.3%
MAGS vs BLDR
-58.4%
+72.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.3% |
| 7D | -1.8% | -8.1% | +6.3% | -0.8% |
| 30D | +1.1% | -21.5% | +22.6% | +3.9% |
| 3M | +7.7% | -21.0% | +28.7% | +10.0% |
| 6M | +11.7% | -37.1% | +48.8% | +15.8% |
| YTD | +4.9% | -42.7% | +47.6% | +9.2% |
| 1Y | +14.3% | -58.0% | +72.3% | +20.8% |
| All | +14.3% | -58.4% | +72.8% | +20.8% |
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