+190.4%
MAGS vs RUN
-55.0%
+245.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -1.8% | -3.4% | +1.6% | -1.6% |
| 30D | +1.1% | -14.0% | +15.0% | +1.9% |
| 3M | +7.7% | -27.5% | +35.2% | +9.5% |
| 6M | +11.7% | -29.0% | +40.7% | +13.5% |
| YTD | +4.9% | -53.1% | +58.0% | +8.1% |
| 1Y | +14.3% | -46.7% | +61.1% | +16.8% |
| 3Y | +128.9% | -38.3% | +167.2% | +117.9% |
| All | +190.4% | -55.0% | +245.4% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling