+190.0%
MAGS vs ZBRA
+15.9%
+174.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +1.2% | +2.6% | -1.3% | +0.6% |
| 30D | -0.1% | -6.4% | +6.3% | +1.5% |
| 3M | +3.8% | +51.3% | -47.5% | -8.1% |
| 6M | +13.2% | +60.5% | -47.3% | -2.0% |
| YTD | +4.7% | +45.2% | -40.5% | -7.4% |
| 1Y | +14.4% | +12.3% | +2.0% | +8.6% |
| 3Y | +128.6% | +37.5% | +91.0% | +102.4% |
| All | +190.0% | +15.9% | +174.1% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling