+191.5%
MAGS vs QID
-81.2%
+272.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.6% |
| 7D | +0.5% | -0.6% | +1.2% | +0.2% |
| 30D | +1.5% | 0.0% | +1.5% | +1.7% |
| 3M | +0.5% | +3.7% | -3.3% | +4.9% |
| 6M | +11.6% | -29.9% | +41.4% | -7.0% |
| YTD | +5.3% | -28.8% | +34.0% | -10.8% |
| 1Y | +14.9% | -37.2% | +52.1% | -8.6% |
| 3Y | +128.9% | -73.7% | +202.6% | +27.2% |
| All | +191.5% | -81.2% | +272.7% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling