+191.0%
MAGS vs MKTX
-48.8%
+239.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +0.3% | +0.6% | +0.8% |
| 30D | +0.4% | +1.0% | -0.5% | +0.4% |
| 3M | +5.6% | +40.8% | -35.2% | +4.6% |
| 6M | +12.3% | -10.9% | +23.2% | +11.7% |
| YTD | +5.1% | -8.6% | +13.7% | +4.4% |
| 1Y | +14.0% | -11.6% | +25.5% | +13.5% |
| 3Y | +129.4% | -24.5% | +153.9% | +127.4% |
| All | +191.0% | -48.8% | +239.8% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling