+14.4%
MAGS vs SHAK
-34.9%
+49.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +0.8% |
| 7D | +0.6% | -8.3% | +8.9% | +1.3% |
| 30D | +3.2% | -12.6% | +15.9% | +4.2% |
| 3M | +7.7% | +9.1% | -1.4% | +6.7% |
| 6M | +12.5% | -31.2% | +43.7% | +14.2% |
| YTD | +6.0% | -21.6% | +27.5% | +6.4% |
| 1Y | +14.4% | -38.8% | +53.2% | +17.0% |
| All | +14.4% | -34.9% | +49.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling