+188.2%
MAGS vs REPL
+33.2%
+155.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.7% | +1.2% | +0.4% | +1.7% |
| 30D | -5.8% | +92.2% | -98.0% | -6.4% |
| 3M | +0.2% | +44.1% | -43.9% | -0.2% |
| 6M | -2.7% | +313.0% | -315.7% | -4.6% |
| YTD | +4.1% | +125.2% | -121.1% | +1.8% |
| 1Y | +7.5% | +143.8% | -136.3% | +5.0% |
| 3Y | +122.0% | +104.2% | +17.8% | +113.9% |
| All | +188.2% | +33.2% | +155.0% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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