+6.3%
MAGS vs KEEL
-45.0%
+51.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.6% |
| 7D | -1.4% | -13.6% | +12.2% | -0.3% |
| 30D | -4.4% | -39.1% | +34.7% | -0.8% |
| 3M | +1.9% | -48.9% | +50.8% | +6.6% |
| 6M | +4.9% | -35.4% | +40.3% | +5.7% |
| YTD | +6.5% | -10.6% | +17.2% | +2.7% |
| 1Y | +6.3% | -45.3% | +51.6% | +6.6% |
| All | +6.3% | -45.0% | +51.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling