+122.8%
MAGS vs COMP
+426.2%
-303.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.3% |
| 30D | -6.9% | +16.3% | -23.2% | -8.7% |
| 3M | +0.7% | -19.1% | +19.8% | +2.7% |
| 6M | -0.8% | +17.1% | -17.9% | -3.4% |
| YTD | +4.4% | -2.9% | +7.4% | +2.7% |
| 1Y | +3.9% | +8.8% | -4.9% | +0.9% |
| All | +122.8% | +426.2% | -303.4% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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