+191.0%
MAGS vs GRMN
+192.8%
-1.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.7% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | +0.4% | -13.1% | +13.5% | +4.4% |
| 3M | +5.6% | +14.9% | -9.4% | +0.7% |
| 6M | +12.3% | +13.1% | -0.8% | +7.5% |
| YTD | +5.1% | +35.3% | -30.2% | -5.2% |
| 1Y | +14.0% | +16.0% | -2.0% | +7.4% |
| 3Y | +129.4% | +179.6% | -50.2% | +66.8% |
| All | +191.0% | +192.8% | -1.8% | +105.4% |
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