+190.0%
MAGS vs Z
-27.5%
+217.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | +0.8% |
| 7D | +1.2% | -3.3% | +4.5% | +1.9% |
| 30D | -0.1% | -3.7% | +3.6% | +0.5% |
| 3M | +3.8% | -7.0% | +10.8% | +4.8% |
| 6M | +13.2% | -29.5% | +42.8% | +20.4% |
| YTD | +4.7% | -52.6% | +57.3% | +20.2% |
| 1Y | +14.4% | -64.0% | +78.4% | +38.5% |
| 3Y | +128.6% | -36.4% | +165.0% | +140.7% |
| All | +190.0% | -27.5% | +217.5% | +203.9% |
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