+191.0%
MAGS vs GAP
+138.1%
+52.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +4.9% | +1.0% |
| 7D | +0.8% | -3.2% | +4.0% | +1.2% |
| 30D | +0.4% | -0.7% | +1.1% | +0.3% |
| 3M | +5.6% | -0.5% | +6.0% | +5.3% |
| 6M | +12.3% | -5.0% | +17.3% | +12.3% |
| YTD | +5.1% | -14.7% | +19.8% | +6.3% |
| 1Y | +14.0% | -8.6% | +22.6% | +13.7% |
| 3Y | +129.4% | +108.4% | +21.0% | +111.2% |
| All | +191.0% | +138.1% | +52.9% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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