+191.5%
MAGS vs COMP
+250.8%
-59.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.5% | +1.4% | -0.8% | +0.4% |
| 30D | +1.5% | -13.3% | +14.8% | +2.9% |
| 3M | +0.5% | +41.1% | -40.7% | -3.2% |
| 6M | +11.6% | +17.2% | -5.6% | +8.6% |
| YTD | +5.3% | +5.2% | +0.1% | +3.2% |
| 1Y | +14.9% | +18.9% | -4.0% | +11.0% |
| 3Y | +128.9% | +215.9% | -87.0% | +100.3% |
| All | +191.5% | +250.8% | -59.3% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling