+16.8%
O vs MAGS
+187.7%
-170.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.3% | +0.8% | -3.1% | -2.2% |
| 30D | -2.4% | +0.4% | -2.9% | -2.4% |
| 3M | -0.6% | +5.6% | -6.2% | -0.4% |
| 6M | -5.0% | +12.3% | -17.3% | -4.9% |
| YTD | +10.4% | +5.1% | +5.3% | +10.5% |
| 1Y | +6.6% | +14.0% | -7.4% | +6.7% |
| 3Y | +28.4% | +129.4% | -101.0% | +23.7% |
| All | +16.8% | +187.7% | -170.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling