-16.3%
NOW vs MAGS
+125.8%
-142.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.1% |
| 7D | -3.0% | -1.4% | -1.6% | -1.9% |
| 30D | -26.0% | -8.4% | -17.7% | -20.8% |
| 3M | -13.1% | -1.5% | -11.6% | -11.5% |
| 6M | +14.5% | -1.4% | +15.9% | +16.2% |
| YTD | -33.4% | +2.4% | -35.8% | -34.1% |
| 1Y | -40.6% | +3.5% | -44.2% | -41.9% |
| 3Y | -16.3% | +125.3% | -141.6% | -54.1% |
| All | -16.3% | +125.8% | -142.1% | -54.1% |
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