+183.5%
MAGS vs P
+271.8%
-88.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | -1.4% | -23.8% | +22.4% | +3.9% |
| 30D | -8.4% | -36.6% | +28.3% | 0.0% |
| 3M | -1.5% | +10.9% | -12.4% | -5.5% |
| 6M | -1.4% | +30.0% | -31.3% | -10.3% |
| YTD | +2.4% | +44.4% | -42.0% | -10.2% |
| 1Y | +3.5% | +3.9% | -0.4% | -3.3% |
| 3Y | +125.3% | +176.6% | -51.3% | +54.7% |
| All | +183.5% | +271.8% | -88.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling