+191.5%
MAGS vs GEN
+90.6%
+100.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | +1.5% | +10.1% | -8.7% | -1.0% |
| 3M | +0.5% | +16.1% | -15.6% | -3.4% |
| 6M | +11.6% | +38.9% | -27.3% | +2.1% |
| YTD | +5.3% | +14.4% | -9.2% | +1.1% |
| 1Y | +14.9% | +5.9% | +9.0% | +12.5% |
| 3Y | +128.9% | +58.8% | +70.1% | +102.6% |
| All | +191.5% | +90.6% | +100.9% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling