+125.2%
MAGS vs BTG
+94.1%
+31.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -1.8% | -5.5% | +3.7% | -1.3% |
| 30D | +1.1% | +6.1% | -5.0% | +0.5% |
| 3M | +7.7% | +38.6% | -30.9% | +4.4% |
| 6M | +11.7% | +0.7% | +11.0% | +10.6% |
| YTD | +4.9% | +20.3% | -15.5% | +2.3% |
| 1Y | +14.3% | +25.0% | -10.7% | +10.6% |
| All | +125.2% | +94.1% | +31.1% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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