+112.6%
NDAQ vs MAGS
+184.5%
-71.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +17.5% | -7.1% | +24.6% | +20.1% |
| 3M | +15.4% | -0.7% | +16.2% | +15.4% |
| 6M | +24.6% | -1.5% | +26.1% | +24.7% |
| YTD | +14.4% | +3.9% | +10.5% | +12.4% |
| 1Y | +26.9% | +3.1% | +23.8% | +24.9% |
| 3Y | +119.8% | +121.6% | -1.8% | +76.7% |
| All | +112.6% | +184.5% | -71.9% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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