+180.6%
MAGS vs BURL
+26.0%
+154.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.3% |
| 7D | -4.1% | +3.5% | -7.6% | -4.7% |
| 30D | -9.5% | -9.3% | -0.3% | -7.9% |
| 3M | -2.3% | -32.1% | +29.8% | +5.3% |
| 6M | -0.4% | -19.8% | +19.4% | +3.2% |
| YTD | +1.3% | -13.2% | +14.5% | +2.9% |
| 1Y | +0.4% | -7.8% | +8.2% | -0.1% |
| 3Y | +125.4% | +89.3% | +36.1% | +100.9% |
| All | +180.6% | +26.0% | +154.6% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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