+339.2%
NET vs MAGS
+191.7%
+147.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -4.8% |
| 7D | -16.4% | -1.4% | -15.0% | -15.1% |
| 30D | -25.8% | -4.4% | -21.5% | -22.3% |
| 3M | -11.5% | +1.9% | -13.4% | -12.6% |
| 6M | +18.9% | +4.9% | +14.0% | +13.1% |
| YTD | +35.2% | +6.5% | +28.7% | +26.2% |
| 1Y | +14.5% | +6.3% | +8.1% | +7.2% |
| 3Y | +313.8% | +137.0% | +176.8% | +49.8% |
| All | +339.2% | +191.7% | +147.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling