+310.9%
OKLO vs MAGS
+126.5%
+184.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.2% |
| 7D | +7.7% | +0.8% | +6.9% | +6.3% |
| 30D | -4.3% | +0.4% | -4.7% | -4.9% |
| 3M | -24.6% | +5.6% | -30.2% | -30.0% |
| 6M | -31.1% | +12.3% | -43.4% | -40.1% |
| YTD | -40.7% | +5.1% | -45.8% | -43.4% |
| 1Y | -42.4% | +14.0% | -56.4% | -49.5% |
| All | +310.9% | +126.5% | +184.4% | +166.6% |
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