+125.2%
MAGS vs IT
-51.9%
+177.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -1.8% | -12.7% | +10.9% | +0.3% |
| 30D | +1.1% | -8.9% | +10.0% | +2.5% |
| 3M | +7.7% | +10.1% | -2.4% | +5.1% |
| 6M | +11.7% | +7.3% | +4.4% | +8.8% |
| YTD | +4.9% | -32.4% | +37.3% | +14.4% |
| 1Y | +14.3% | -26.6% | +41.0% | +21.0% |
| All | +125.2% | -51.9% | +177.1% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling