+125.7%
MAGS vs BLDR
-56.4%
+182.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | +0.8% | -2.7% | +3.5% | +1.3% |
| 30D | +0.4% | -14.7% | +15.1% | +3.3% |
| 3M | +5.6% | -20.8% | +26.4% | +9.4% |
| 6M | +12.3% | -35.3% | +47.7% | +20.4% |
| YTD | +5.1% | -40.3% | +45.4% | +13.7% |
| 1Y | +14.0% | -56.3% | +70.3% | +31.2% |
| All | +125.7% | -56.4% | +182.0% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling