+125.7%
MAGS vs QID
-73.9%
+199.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.6% |
| 7D | +0.8% | -1.9% | +2.7% | -0.3% |
| 30D | +0.4% | +1.7% | -1.3% | +1.6% |
| 3M | +5.6% | -3.9% | +9.5% | +4.8% |
| 6M | +12.3% | -30.0% | +42.3% | -6.8% |
| YTD | +5.1% | -28.2% | +33.3% | -10.7% |
| 1Y | +14.0% | -35.6% | +49.6% | -8.3% |
| All | +125.7% | -73.9% | +199.5% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling