+188.2%
MAGS vs QS
-51.1%
+239.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.2% |
| 7D | +1.7% | -14.0% | +15.7% | +3.0% |
| 30D | -5.8% | -6.4% | +0.6% | -5.4% |
| 3M | +0.2% | -40.3% | +40.5% | +4.7% |
| 6M | -2.7% | -57.5% | +54.9% | +4.1% |
| YTD | +4.1% | -64.7% | +68.8% | +12.2% |
| 1Y | +7.5% | -72.9% | +80.4% | +18.1% |
| 3Y | +122.0% | -33.5% | +155.5% | +110.1% |
| All | +188.2% | -51.1% | +239.4% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling