+188.2%
MAGS vs GRMN
+205.6%
-17.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | -5.8% | +1.2% | -7.0% | -6.2% |
| 3M | +0.2% | -8.9% | +9.2% | +2.6% |
| 6M | -2.7% | +23.0% | -25.7% | -9.2% |
| YTD | +4.1% | +41.2% | -37.1% | -7.4% |
| 1Y | +7.5% | +47.5% | -40.0% | -5.7% |
| 3Y | +122.0% | +155.8% | -33.7% | +66.5% |
| All | +188.2% | +205.6% | -17.4% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling