+190.0%
MAGS vs COO
-27.1%
+217.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +1.2% | -2.3% | +3.5% | +1.7% |
| 30D | -0.1% | -8.8% | +8.7% | +1.7% |
| 3M | +3.8% | +1.3% | +2.5% | +3.3% |
| 6M | +13.2% | -11.6% | +24.8% | +16.0% |
| YTD | +4.7% | -17.4% | +22.1% | +8.8% |
| 1Y | +14.4% | -1.6% | +16.0% | +14.0% |
| 3Y | +128.6% | -22.6% | +151.2% | +134.1% |
| All | +190.0% | -27.1% | +217.1% | +202.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling