+191.5%
MAGS vs USFR
+16.6%
+174.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.5% | +0.1% | +0.5% | +0.6% |
| 30D | +1.5% | +0.3% | +1.2% | +1.7% |
| 3M | +0.5% | +1.0% | -0.5% | +1.3% |
| 6M | +11.6% | +1.9% | +9.6% | +12.7% |
| YTD | +5.3% | +2.6% | +2.7% | +5.9% |
| 1Y | +14.9% | +4.0% | +10.9% | +14.9% |
| 3Y | +128.9% | +14.1% | +114.8% | +147.9% |
| All | +191.5% | +16.6% | +174.9% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling