-19.9%
NOW vs MAGS
+122.1%
-142.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +0.3% | +1.7% | -1.4% | -1.0% |
| 30D | -27.0% | -5.8% | -21.2% | -23.3% |
| 3M | -19.6% | +0.2% | -19.9% | -19.3% |
| 6M | +17.5% | -2.7% | +20.1% | +20.3% |
| YTD | -33.3% | +4.1% | -37.3% | -34.8% |
| 1Y | -39.8% | +7.5% | -47.3% | -42.7% |
| 3Y | -19.9% | +122.0% | -142.0% | -55.5% |
| All | -19.9% | +122.1% | -142.0% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling