+190.4%
MAGS vs NYT
+74.2%
+116.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.8% | -0.7% | -1.0% | -1.6% |
| 30D | +1.1% | +4.5% | -3.4% | +0.1% |
| 3M | +7.7% | -8.5% | +16.2% | +9.2% |
| 6M | +11.7% | -15.1% | +26.8% | +14.8% |
| YTD | +4.9% | -3.3% | +8.2% | +4.3% |
| 1Y | +14.3% | +17.0% | -2.7% | +8.0% |
| 3Y | +128.9% | +55.7% | +73.3% | +99.0% |
| All | +190.4% | +74.2% | +116.2% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling