+190.0%
MAGS vs QS
-25.8%
+215.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +1.0% |
| 30D | -0.1% | -8.1% | +8.0% | +0.6% |
| 3M | +3.8% | -27.0% | +30.8% | +6.3% |
| 6M | +13.2% | -16.4% | +29.7% | +14.3% |
| YTD | +4.7% | -46.4% | +51.1% | +9.0% |
| 1Y | +14.4% | -41.1% | +55.5% | +16.7% |
| 3Y | +128.6% | -18.6% | +147.2% | +112.4% |
| All | +190.0% | -25.8% | +215.7% | +177.9% |
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