+183.5%
MAGS vs RACE
+56.8%
+126.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | -1.4% | +5.1% | -6.5% | -2.8% |
| 30D | -8.4% | +7.7% | -16.1% | -10.4% |
| 3M | -1.5% | +2.2% | -3.7% | -2.3% |
| 6M | -1.4% | +23.8% | -25.1% | -7.8% |
| YTD | +2.4% | +13.9% | -11.5% | -2.5% |
| 1Y | +3.5% | +3.8% | -0.3% | +1.4% |
| 3Y | +125.3% | +28.0% | +97.2% | +95.2% |
| All | +183.5% | +56.8% | +126.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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