+86.6%
NDAQ vs MAGS
+188.2%
-101.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.4% |
| 7D | -2.4% | +0.5% | -3.0% | -2.6% |
| 30D | +2.5% | +1.5% | +1.0% | +1.9% |
| 3M | +9.9% | +0.5% | +9.5% | +9.6% |
| 6M | +9.4% | +11.6% | -2.2% | +5.3% |
| YTD | +0.4% | +5.3% | -4.9% | -1.5% |
| 1Y | +4.0% | +14.9% | -10.9% | -1.0% |
| 3Y | +94.4% | +128.9% | -34.5% | +55.6% |
| All | +86.6% | +188.2% | -101.6% | +39.8% |
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