+14.9%
MAGS vs COO
+4.1%
+10.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +0.5% | -2.2% | +2.8% | +0.7% |
| 30D | +1.5% | -7.0% | +8.5% | +2.1% |
| 3M | +0.5% | +12.2% | -11.7% | -0.8% |
| 6M | +11.6% | -15.1% | +26.7% | +14.7% |
| YTD | +5.3% | -15.1% | +20.4% | +8.2% |
| 1Y | +14.9% | +2.3% | +12.5% | +17.1% |
| All | +14.9% | +4.1% | +10.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling