+183.5%
MAGS vs BURL
+24.0%
+159.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.4% | +4.1% | -5.5% | -2.2% |
| 30D | -8.4% | -9.5% | +1.1% | -6.6% |
| 3M | -1.5% | -33.5% | +32.0% | +6.6% |
| 6M | -1.4% | -22.1% | +20.7% | +2.8% |
| YTD | +2.4% | -14.6% | +17.0% | +4.3% |
| 1Y | +3.5% | -8.4% | +11.9% | +3.1% |
| 3Y | +125.3% | +86.6% | +38.7% | +101.4% |
| All | +183.5% | +24.0% | +159.5% | +186.5% |
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