+14.3%
MAGS vs QID
-33.5%
+47.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | +0.8% |
| 7D | -1.8% | +2.7% | -4.5% | -0.6% |
| 30D | +1.1% | +3.3% | -2.2% | +2.7% |
| 3M | +7.7% | -5.5% | +13.3% | +6.0% |
| 6M | +11.7% | -28.4% | +40.1% | -4.6% |
| YTD | +4.9% | -26.6% | +31.4% | -8.5% |
| 1Y | +14.3% | -34.1% | +48.5% | -5.8% |
| All | +14.3% | -33.5% | +47.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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