+103.6%
MAGS vs BTSG
+416.6%
-313.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +0.8% | +2.9% | -2.1% | +0.4% |
| 30D | +0.4% | +0.9% | -0.5% | +0.2% |
| 3M | +5.6% | +1.6% | +4.0% | +4.1% |
| 6M | +12.3% | +46.8% | -34.5% | +2.9% |
| YTD | +5.1% | +65.5% | -60.4% | -6.1% |
| 1Y | +14.0% | +136.2% | -122.3% | -4.8% |
| All | +103.6% | +416.6% | -313.0% | +48.6% |
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