+187.8%
MAGS vs BUD
+40.1%
+147.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.3% | +6.0% | -6.3% | -0.7% |
| 30D | -7.1% | +11.3% | -18.4% | -8.0% |
| 3M | -0.7% | +3.6% | -4.3% | -1.1% |
| 6M | -1.5% | +7.7% | -9.2% | -2.3% |
| YTD | +3.9% | +36.4% | -32.4% | +0.4% |
| 1Y | +3.1% | +37.8% | -34.8% | -0.6% |
| 3Y | +121.6% | +51.2% | +70.4% | +108.8% |
| All | +187.8% | +40.1% | +147.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling