+191.5%
MAGS vs M
+43.2%
+148.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | +0.5% | +4.7% | -4.2% | -0.2% |
| 30D | +1.5% | -9.6% | +11.1% | +3.0% |
| 3M | +0.5% | +0.9% | -0.4% | 0.0% |
| 6M | +11.6% | +22.3% | -10.7% | +7.5% |
| YTD | +5.3% | +6.5% | -1.2% | +3.3% |
| 1Y | +14.9% | +38.8% | -23.9% | +7.6% |
| 3Y | +128.9% | +115.9% | +13.0% | +97.4% |
| All | +191.5% | +43.2% | +148.4% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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