+193.4%
MAGS vs ZBRA
+15.2%
+178.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.6% |
| 7D | +0.6% | -3.4% | +4.1% | +1.5% |
| 30D | +3.2% | -7.4% | +10.6% | +5.1% |
| 3M | +7.7% | +57.5% | -49.8% | -5.7% |
| 6M | +12.5% | +64.0% | -51.5% | -3.3% |
| YTD | +6.0% | +44.3% | -38.3% | -6.2% |
| 1Y | +14.4% | +10.9% | +3.5% | +9.0% |
| 3Y | +127.5% | +37.5% | +90.0% | +101.7% |
| All | +193.4% | +15.2% | +178.2% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling