+189.2%
MAGS vs PL
+245.5%
-56.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.0% | +13.4% | -15.3% | -3.2% |
| 30D | -6.9% | -10.2% | +3.3% | -6.2% |
| 3M | +0.7% | -39.5% | +40.2% | +4.6% |
| 6M | -0.8% | -65.7% | +64.9% | +7.2% |
| YTD | +4.4% | -27.3% | +31.7% | +3.9% |
| 1Y | +3.9% | +15.0% | -11.1% | -1.8% |
| 3Y | +122.7% | +560.8% | -438.1% | +63.7% |
| All | +189.2% | +245.5% | -56.3% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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