+190.0%
MAGS vs GEN
+85.4%
+104.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -6.3% | +28.2% | -34.5% | -11.4% |
| 3M | -0.1% | +2.6% | -2.7% | -0.9% |
| 6M | -0.8% | +32.7% | -33.4% | -8.0% |
| YTD | +4.7% | +11.3% | -6.5% | +1.2% |
| 1Y | +6.8% | +17.9% | -11.2% | +1.4% |
| 3Y | +128.9% | +66.3% | +62.6% | +101.0% |
| All | +190.0% | +85.4% | +104.7% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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