+6.3%
MAGS vs BRO
-3.6%
+9.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.2% | +2.7% |
| 7D | -1.4% | +12.4% | -13.8% | -0.1% |
| 30D | -4.4% | +21.6% | -26.0% | -2.7% |
| 3M | +1.9% | +4.3% | -2.4% | +2.7% |
| 6M | +4.9% | +29.2% | -24.3% | +7.8% |
| YTD | +6.5% | -6.4% | +12.9% | +6.8% |
| 1Y | +6.3% | -5.3% | +11.6% | +6.8% |
| All | +6.3% | -3.6% | +9.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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