+125.3%
MAGS vs S
+34.5%
+90.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -1.4% | -13.4% | +12.1% | +1.6% |
| 30D | -8.4% | -14.0% | +5.6% | -5.7% |
| 3M | -1.5% | +4.9% | -6.4% | -3.7% |
| 6M | -1.4% | +42.0% | -43.4% | -10.6% |
| YTD | +2.4% | +45.1% | -42.8% | -8.5% |
| 1Y | +3.5% | +33.1% | -29.5% | -6.0% |
| 3Y | +125.3% | +40.6% | +84.6% | +116.7% |
| All | +125.3% | +34.5% | +90.8% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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