+188.2%
MAGS vs GAP
+136.6%
+51.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | +1.7% | -1.9% | +3.6% | +1.9% |
| 30D | -5.8% | -7.1% | +1.3% | -4.9% |
| 3M | +0.2% | +4.1% | -3.9% | -0.6% |
| 6M | -2.7% | +1.9% | -4.6% | -3.6% |
| YTD | +4.1% | -15.2% | +19.3% | +5.2% |
| 1Y | +7.5% | -10.6% | +18.1% | +7.7% |
| 3Y | +122.0% | +74.6% | +47.5% | +107.5% |
| All | +188.2% | +136.6% | +51.6% | +163.7% |
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