+14.9%
MAGS vs GRMN
+18.2%
-3.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +0.5% | -2.9% | +3.4% | +1.0% |
| 30D | +1.5% | -8.4% | +9.9% | +3.0% |
| 3M | +0.5% | +15.0% | -14.5% | -2.5% |
| 6M | +11.6% | +11.2% | +0.4% | +8.7% |
| YTD | +5.3% | +37.7% | -32.4% | -1.3% |
| 1Y | +14.9% | +18.5% | -3.6% | +10.6% |
| All | +14.9% | +18.2% | -3.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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