+191.5%
MAGS vs Z
-22.5%
+214.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | +0.5% | -3.0% | +3.5% | +1.1% |
| 30D | +1.5% | -4.2% | +5.7% | +2.1% |
| 3M | +0.5% | -3.7% | +4.2% | +0.7% |
| 6M | +11.6% | -24.5% | +36.1% | +17.1% |
| YTD | +5.3% | -49.3% | +54.6% | +19.2% |
| 1Y | +14.9% | -58.7% | +73.6% | +35.0% |
| 3Y | +128.9% | -34.1% | +163.0% | +138.8% |
| All | +191.5% | -22.5% | +214.0% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling