+190.4%
MAGS vs KEEL
+250.3%
-59.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.5% |
| 7D | -1.8% | +2.7% | -4.5% | -2.1% |
| 30D | +1.1% | +4.6% | -3.5% | +0.1% |
| 3M | +7.7% | -34.5% | +42.2% | +10.7% |
| 6M | +11.7% | +59.3% | -47.6% | +3.1% |
| YTD | +4.9% | +46.4% | -41.5% | -3.3% |
| 1Y | +14.3% | +96.6% | -82.2% | -1.5% |
| 3Y | +128.9% | +182.0% | -53.1% | +75.4% |
| All | +190.4% | +250.3% | -59.9% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling