+30.3%
O vs MAGS
+128.8%
-98.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.4% |
| 7D | -0.6% | +1.2% | -1.8% | -0.5% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | +3.0% | +3.8% | -0.8% | +3.1% |
| 6M | -3.6% | +13.2% | -16.9% | -3.5% |
| YTD | +12.1% | +4.7% | +7.3% | +12.2% |
| 1Y | +8.9% | +14.4% | -5.5% | +9.1% |
| 3Y | +30.3% | +128.6% | -98.2% | +23.8% |
| All | +30.3% | +128.8% | -98.4% | +23.8% |
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