+191.5%
MAGS vs OUST
+599.2%
-407.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | +1.5% | -19.3% | +20.8% | +3.1% |
| 3M | +0.5% | -22.6% | +23.1% | +1.0% |
| 6M | +11.6% | +62.8% | -51.2% | +4.0% |
| YTD | +5.3% | +68.3% | -63.1% | -2.6% |
| 1Y | +14.9% | +28.5% | -13.7% | +7.4% |
| 3Y | +128.9% | +554.0% | -425.1% | +81.1% |
| All | +191.5% | +599.2% | -407.7% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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