+190.0%
MAGS vs ROP
-7.4%
+197.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.4% |
| 7D | +1.2% | -5.4% | +6.6% | +3.1% |
| 30D | -0.1% | -1.6% | +1.5% | +0.4% |
| 3M | +3.8% | +18.8% | -15.0% | -3.2% |
| 6M | +13.2% | +8.2% | +5.0% | +9.6% |
| YTD | +4.7% | -10.5% | +15.2% | +11.8% |
| 1Y | +14.4% | -23.7% | +38.1% | +34.4% |
| 3Y | +128.6% | -17.9% | +146.4% | +154.0% |
| All | +190.0% | -7.4% | +197.3% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling