+131.1%
MAGS vs FIVE
+56.0%
+75.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.2% |
| 7D | +0.5% | +4.3% | -3.7% | -0.2% |
| 30D | +1.5% | +12.5% | -11.0% | -0.5% |
| 3M | +0.5% | +31.2% | -30.8% | -4.1% |
| 6M | +11.6% | +14.4% | -2.8% | +8.4% |
| YTD | +5.3% | +33.9% | -28.6% | -0.6% |
| 1Y | +14.9% | +65.1% | -50.2% | +4.4% |
| All | +131.1% | +56.0% | +75.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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