+14.4%
MAGS vs ROIV
+221.6%
-207.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.3% | -1.8% |
| 7D | +1.2% | +20.2% | -18.9% | -0.2% |
| 30D | -0.1% | +14.1% | -14.2% | -1.1% |
| 3M | +3.8% | +45.6% | -41.8% | +0.1% |
| 6M | +13.2% | +44.1% | -30.9% | +9.0% |
| YTD | +4.7% | +91.2% | -86.4% | +0.1% |
| 1Y | +14.4% | +221.3% | -206.9% | +11.2% |
| All | +14.4% | +221.6% | -207.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling