+190.0%
MAGS vs Z
-31.3%
+221.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.6% |
| 7D | +1.3% | -5.2% | +6.5% | +2.2% |
| 30D | -6.3% | +5.7% | -12.1% | -7.8% |
| 3M | -0.1% | -8.7% | +8.7% | +0.9% |
| 6M | -0.8% | -26.0% | +25.2% | +4.1% |
| YTD | +4.7% | -55.0% | +59.8% | +20.7% |
| 1Y | +6.8% | -58.0% | +64.8% | +24.5% |
| 3Y | +128.9% | -15.2% | +144.1% | +131.1% |
| All | +190.0% | -31.3% | +221.4% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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