+191.5%
MAGS vs COO
-25.0%
+216.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.5% | -2.2% | +2.8% | +1.0% |
| 30D | +1.5% | -7.0% | +8.5% | +2.9% |
| 3M | +0.5% | +12.2% | -11.7% | -2.2% |
| 6M | +11.6% | -15.1% | +26.7% | +15.4% |
| YTD | +5.3% | -15.1% | +20.4% | +8.8% |
| 1Y | +14.9% | +2.3% | +12.5% | +13.6% |
| 3Y | +128.9% | -23.7% | +152.6% | +136.5% |
| All | +191.5% | -25.0% | +216.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling