+6.3%
MAGS vs GLXY
-57.6%
+63.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -17.0% | +19.2% | +3.8% |
| 7D | -1.4% | -26.8% | +25.4% | +1.2% |
| 30D | -4.4% | -38.3% | +33.9% | -0.6% |
| 3M | +1.9% | -36.9% | +38.8% | +5.2% |
| 6M | +4.9% | -52.1% | +57.1% | +10.3% |
| YTD | +6.5% | -37.5% | +44.1% | +7.3% |
| 1Y | +6.3% | -55.2% | +61.5% | +11.0% |
| All | +6.3% | -57.6% | +63.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling