+122.0%
MAGS vs IT
-53.3%
+175.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | -5.8% | -1.8% | -3.9% | -6.1% |
| 3M | +0.2% | +4.8% | -4.6% | -1.4% |
| 6M | -2.7% | +33.0% | -35.7% | -9.2% |
| YTD | +4.1% | -23.8% | +27.9% | +11.1% |
| 1Y | +7.5% | -16.5% | +24.0% | +11.3% |
| 3Y | +122.0% | -53.6% | +175.7% | +198.7% |
| All | +122.0% | -53.3% | +175.3% | +198.7% |
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