+33.6%
MAGS vs GLXY
+15.1%
+18.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.8% |
| 7D | +1.2% | +15.5% | -14.2% | -0.2% |
| 30D | -0.1% | +34.1% | -34.2% | -3.1% |
| 3M | +3.8% | -11.3% | +15.2% | +4.1% |
| 6M | +13.2% | +31.6% | -18.4% | +8.5% |
| YTD | +4.7% | +21.0% | -16.3% | +0.1% |
| 1Y | +14.4% | +11.7% | +2.7% | +10.1% |
| All | +33.6% | +15.1% | +18.5% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling