+190.4%
MAGS vs ZBRA
+13.1%
+177.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | +1.1% | -10.2% | +11.3% | +3.7% |
| 3M | +7.7% | +58.7% | -51.0% | -5.9% |
| 6M | +11.7% | +61.9% | -50.2% | -3.7% |
| YTD | +4.9% | +41.7% | -36.8% | -6.7% |
| 1Y | +14.3% | +12.4% | +2.0% | +8.3% |
| 3Y | +128.9% | +34.2% | +94.7% | +103.9% |
| All | +190.4% | +13.1% | +177.3% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling