+129.8%
MAGS vs ROP
-16.1%
+145.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.3% |
| 7D | +0.5% | -4.4% | +5.0% | +2.0% |
| 30D | +1.5% | +3.2% | -1.7% | +0.4% |
| 3M | +0.5% | +23.1% | -22.6% | -7.2% |
| 6M | +11.6% | +13.3% | -1.7% | +6.4% |
| YTD | +5.3% | -7.9% | +13.1% | +11.7% |
| 1Y | +14.9% | -22.1% | +36.9% | +34.9% |
| All | +129.8% | -16.1% | +145.9% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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