+190.0%
MAGS vs BR
+26.4%
+163.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.1% |
| 7D | +1.2% | -5.9% | +7.2% | +2.9% |
| 30D | -0.1% | +1.9% | -2.0% | -0.7% |
| 3M | +3.8% | +14.7% | -10.8% | -0.3% |
| 6M | +13.2% | -12.8% | +26.0% | +18.2% |
| YTD | +4.7% | -23.0% | +27.8% | +14.5% |
| 1Y | +14.4% | -31.7% | +46.1% | +31.2% |
| 3Y | +128.6% | -4.8% | +133.3% | +127.6% |
| All | +190.0% | +26.4% | +163.6% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling