+191.5%
MAGS vs BURL
+33.4%
+158.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | +0.5% | -2.8% | +3.3% | +1.1% |
| 30D | +1.5% | -28.2% | +29.7% | +8.5% |
| 3M | +0.5% | -17.6% | +18.1% | +4.2% |
| 6M | +11.6% | -11.8% | +23.4% | +13.6% |
| YTD | +5.3% | -8.1% | +13.4% | +6.0% |
| 1Y | +14.9% | -12.0% | +26.8% | +16.1% |
| 3Y | +128.9% | +63.3% | +65.6% | +110.4% |
| All | +191.5% | +33.4% | +158.2% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling