+187.8%
MAGS vs BN
+105.3%
+82.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.2% |
| 7D | -0.3% | +4.3% | -4.6% | -2.2% |
| 30D | -7.1% | +14.3% | -21.4% | -12.9% |
| 3M | -0.7% | -4.1% | +3.4% | +1.0% |
| 6M | -1.5% | -9.7% | +8.1% | +2.8% |
| YTD | +3.9% | -7.1% | +11.1% | +6.2% |
| 1Y | +3.1% | -7.4% | +10.5% | +5.3% |
| 3Y | +121.6% | +102.3% | +19.3% | +65.2% |
| All | +187.8% | +105.3% | +82.5% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling