+189.1%
MAGS vs ROP
+12.2%
+176.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | -2.7% | +5.7% | +3.7% |
| 30D | -7.3% | +29.7% | -37.0% | -14.4% |
| 3M | +1.7% | +21.2% | -19.5% | -4.1% |
| 6M | -0.4% | +48.3% | -48.6% | -13.7% |
| YTD | +4.4% | +8.4% | -4.0% | +5.2% |
| 1Y | +5.1% | +6.0% | -0.9% | +7.3% |
| 3Y | +122.6% | -5.6% | +128.2% | +141.8% |
| All | +189.1% | +12.2% | +176.9% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling