+193.4%
MAGS vs NYT
+75.0%
+118.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +3.2% | +4.6% | -1.4% | +2.2% |
| 3M | +7.7% | -9.6% | +17.3% | +9.5% |
| 6M | +12.5% | -14.0% | +26.5% | +15.2% |
| YTD | +6.0% | -2.8% | +8.8% | +5.3% |
| 1Y | +14.4% | +15.6% | -1.2% | +8.5% |
| 3Y | +127.5% | +56.3% | +71.2% | +97.6% |
| All | +193.4% | +75.0% | +118.4% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling