+125.3%
MAGS vs ROIV
+314.9%
-189.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -0.1% |
| 7D | -1.4% | +5.3% | -6.7% | -2.3% |
| 30D | -8.4% | +11.9% | -20.2% | -10.2% |
| 3M | -1.5% | +10.7% | -12.2% | -3.9% |
| 6M | -1.4% | +34.9% | -36.3% | -8.0% |
| YTD | +2.4% | +79.2% | -76.8% | -10.5% |
| 1Y | +3.5% | +89.0% | -85.5% | -10.9% |
| 3Y | +125.3% | +337.3% | -212.1% | +55.6% |
| All | +125.3% | +314.9% | -189.7% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling