+3.2%
MAGS vs Q
+68.3%
-65.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | -5.8% | -2.7% | -3.1% | -5.5% |
| 3M | +0.2% | -16.9% | +17.2% | +2.6% |
| 6M | -2.7% | -26.9% | +24.2% | +0.7% |
| YTD | +4.1% | +45.2% | -41.1% | -5.4% |
| 1Y | +7.5% | +38.1% | -30.6% | -1.2% |
| All | +3.2% | +68.3% | -65.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling