+14.4%
MAGS vs ZYBT
-79.2%
+93.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | +0.6% | -3.7% | +4.4% | +0.6% |
| 30D | +3.2% | 0.0% | +3.2% | +3.2% |
| 3M | +7.7% | +72.2% | -64.6% | +8.0% |
| 6M | +12.5% | +103.1% | -90.7% | +11.6% |
| YTD | +6.0% | +34.8% | -28.8% | +6.2% |
| 1Y | +14.4% | -83.2% | +97.6% | +18.8% |
| All | +14.4% | -79.2% | +93.6% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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