+14.9%
MAGS vs P
+32.0%
-17.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +0.5% | +6.5% | -6.0% | -0.2% |
| 30D | +1.5% | +18.8% | -17.3% | -1.2% |
| 3M | +0.5% | +26.7% | -26.3% | -3.4% |
| 6M | +11.6% | +62.2% | -50.6% | +2.7% |
| YTD | +5.3% | +48.5% | -43.2% | -2.2% |
| 1Y | +14.9% | +26.4% | -11.5% | +7.1% |
| All | +14.9% | +32.0% | -17.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling