+191.0%
MAGS vs IT
-46.3%
+237.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | +0.8% | -9.1% | +9.9% | +2.4% |
| 30D | +0.4% | -12.2% | +12.6% | +2.5% |
| 3M | +5.6% | +7.8% | -2.2% | +3.3% |
| 6M | +12.3% | +2.0% | +10.3% | +10.5% |
| YTD | +5.1% | -32.7% | +37.8% | +14.9% |
| 1Y | +14.0% | -31.1% | +45.1% | +23.0% |
| 3Y | +129.4% | -52.1% | +181.5% | +195.0% |
| All | +191.0% | -46.3% | +237.3% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling