+135.9%
OKLO vs MAGS
+184.9%
-49.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.8% |
| 7D | +1.6% | +1.7% | -0.1% | -0.2% |
| 30D | -17.6% | -5.8% | -11.9% | -10.3% |
| 3M | -48.5% | +0.2% | -48.8% | -47.9% |
| 6M | -65.7% | -2.7% | -63.0% | -63.7% |
| YTD | -66.7% | +4.1% | -70.8% | -67.2% |
| 1Y | -76.5% | +7.5% | -84.0% | -77.6% |
| 3Y | +132.5% | +122.0% | +10.4% | +64.8% |
| All | +135.9% | +184.9% | -49.0% | +66.8% |
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 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