+125.2%
MAGS vs QS
-26.0%
+151.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.8% | -5.0% | +3.2% | -1.3% |
| 30D | +1.1% | -18.3% | +19.4% | +2.9% |
| 3M | +7.7% | -26.0% | +33.7% | +10.2% |
| 6M | +11.7% | -24.0% | +35.8% | +13.7% |
| YTD | +4.9% | -50.3% | +55.2% | +9.9% |
| 1Y | +14.3% | -38.0% | +52.3% | +16.3% |
| All | +125.2% | -26.0% | +151.2% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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