-28.6%
NOW vs MAGS
+13.9%
-42.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.7% |
| 30D | +7.5% | -0.1% | +7.6% | +7.7% |
| 3M | +17.5% | +3.8% | +13.7% | +15.1% |
| 6M | +7.9% | +13.2% | -5.3% | +2.6% |
| YTD | -12.4% | +4.7% | -17.1% | -13.4% |
| 1Y | -28.6% | +14.4% | -42.9% | -34.4% |
| All | -28.6% | +13.9% | -42.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling