+127.5%
MAGS vs ZBRA
+35.9%
+91.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | +0.6% | -3.4% | +4.1% | +1.6% |
| 30D | +3.2% | -7.4% | +10.6% | +5.3% |
| 3M | +7.7% | +57.5% | -49.8% | -7.2% |
| 6M | +12.5% | +64.0% | -51.5% | -5.1% |
| YTD | +6.0% | +44.3% | -38.3% | -7.6% |
| 1Y | +14.4% | +10.9% | +3.5% | +8.7% |
| 3Y | +127.5% | +37.5% | +90.0% | +102.4% |
| All | +127.5% | +35.9% | +91.6% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling