+125.2%
MAGS vs BNS
+129.0%
-3.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.8% | -2.2% | +0.4% | -0.8% |
| 30D | +1.1% | +4.5% | -3.4% | -1.1% |
| 3M | +7.7% | +14.9% | -7.2% | +0.5% |
| 6M | +11.7% | +32.5% | -20.8% | -3.0% |
| YTD | +4.9% | +28.6% | -23.7% | -7.8% |
| 1Y | +14.3% | +48.4% | -34.0% | -6.2% |
| All | +125.2% | +129.0% | -3.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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