+193.4%
MAGS vs OSCR
+372.2%
-178.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | +3.2% | +10.7% | -7.5% | +2.5% |
| 3M | +7.7% | +13.4% | -5.7% | +6.5% |
| 6M | +12.5% | +144.6% | -132.1% | +5.0% |
| YTD | +6.0% | +128.0% | -122.1% | -0.8% |
| 1Y | +14.4% | +68.7% | -54.3% | +8.4% |
| 3Y | +127.5% | +398.8% | -271.3% | +92.5% |
| All | +193.4% | +372.2% | -178.8% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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