+190.0%
MAGS vs BTI
+99.3%
+90.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.2% |
| 30D | -0.1% | -7.0% | +6.9% | -0.1% |
| 3M | +3.8% | -6.3% | +10.1% | +3.8% |
| 6M | +13.2% | -2.0% | +15.2% | +13.1% |
| YTD | +4.7% | +0.2% | +4.5% | +4.6% |
| 1Y | +14.4% | +3.8% | +10.6% | +14.3% |
| 3Y | +128.6% | +112.1% | +16.5% | +118.3% |
| All | +190.0% | +99.3% | +90.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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