+127.5%
MAGS vs MKTX
-25.3%
+152.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | +3.2% | +0.7% | +2.5% | +3.2% |
| 3M | +7.7% | +40.8% | -33.1% | +7.0% |
| 6M | +12.5% | -8.0% | +20.4% | +11.5% |
| YTD | +6.0% | -8.7% | +14.7% | +5.1% |
| 1Y | +14.4% | -11.8% | +26.2% | +13.6% |
| 3Y | +127.5% | -24.0% | +151.6% | +122.2% |
| All | +127.5% | -25.3% | +152.8% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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