+125.7%
MAGS vs RUN
-37.3%
+162.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +4.9% | +0.6% |
| 7D | +0.8% | -1.8% | +2.6% | +0.9% |
| 30D | +0.4% | -10.8% | +11.2% | +1.0% |
| 3M | +5.6% | -30.2% | +35.7% | +7.4% |
| 6M | +12.3% | -22.3% | +34.6% | +13.5% |
| YTD | +5.1% | -52.2% | +57.3% | +8.1% |
| 1Y | +14.0% | -45.1% | +59.1% | +16.2% |
| All | +125.7% | -37.3% | +162.9% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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