+190.0%
MAGS vs S
+18.3%
+171.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.1% |
| 7D | +1.2% | -5.8% | +7.0% | +2.3% |
| 30D | -0.1% | -9.2% | +9.1% | +1.3% |
| 3M | +3.8% | +23.4% | -19.5% | -0.9% |
| 6M | +13.2% | +36.9% | -23.7% | +5.3% |
| YTD | +4.7% | +29.5% | -24.8% | -2.0% |
| 1Y | +14.4% | +5.4% | +9.0% | +10.9% |
| 3Y | +128.6% | +14.7% | +113.9% | +118.3% |
| All | +190.0% | +18.3% | +171.6% | +163.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling