+14.4%
MAGS vs ZCMD
-99.9%
+114.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | +0.6% | -5.4% | +6.1% | +0.7% |
| 30D | +3.2% | -24.8% | +28.0% | +3.5% |
| 3M | +7.7% | -62.8% | +70.5% | +7.0% |
| 6M | +12.5% | -99.5% | +112.0% | +16.7% |
| YTD | +6.0% | -99.8% | +105.7% | +10.8% |
| 1Y | +14.4% | -99.9% | +114.3% | +20.1% |
| All | +14.4% | -99.9% | +114.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling