+101.7%
MAGS vs BTSG
+493.4%
-391.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.7% | +6.0% | -4.4% | +0.7% |
| 30D | -5.8% | +12.4% | -18.2% | -7.5% |
| 3M | +0.2% | +18.2% | -18.0% | -2.6% |
| 6M | -2.7% | +26.0% | -28.7% | -7.7% |
| YTD | +4.1% | +90.1% | -86.1% | -9.1% |
| 1Y | +7.5% | +124.3% | -116.8% | -9.0% |
| All | +101.7% | +493.4% | -391.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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