+27.3%
MAGS vs ZYBT
-57.8%
+85.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.8% | -2.5% | +0.7% | -1.8% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +7.7% | +76.7% | -68.9% | +7.4% |
| 6M | +11.7% | +103.6% | -91.9% | +10.4% |
| YTD | +4.9% | +38.3% | -33.4% | +4.3% |
| 1Y | +14.3% | -84.7% | +99.1% | +17.6% |
| All | +27.3% | -57.8% | +85.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling