+193.4%
MAGS vs QSR
+29.3%
+164.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +0.6% | -4.0% | +4.7% | +1.3% |
| 30D | +3.2% | +2.8% | +0.5% | +2.7% |
| 3M | +7.7% | +5.1% | +2.6% | +6.6% |
| 6M | +12.5% | +8.8% | +3.7% | +10.1% |
| YTD | +6.0% | +14.8% | -8.9% | +2.3% |
| 1Y | +14.4% | +25.7% | -11.3% | +7.7% |
| 3Y | +127.5% | +27.5% | +100.0% | +107.3% |
| All | +193.4% | +29.3% | +164.1% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling