+18.9%
NET vs MAGS
+5.0%
+13.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -4.5% |
| 7D | -16.4% | -1.4% | -15.0% | -15.3% |
| 30D | -25.8% | -4.4% | -21.5% | -22.8% |
| 3M | -11.5% | +1.9% | -13.4% | -11.9% |
| 6M | +18.9% | +4.9% | +14.0% | +22.3% |
| All | +18.9% | +5.0% | +13.9% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling