-65.7%
OKLO vs MAGS
-0.8%
-64.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -1.7% |
| 7D | +1.6% | +1.7% | -0.1% | -0.8% |
| 30D | -17.6% | -5.8% | -11.9% | -8.9% |
| 3M | -48.5% | +0.2% | -48.8% | -48.1% |
| 6M | -65.7% | -2.7% | -63.0% | -58.9% |
| All | -65.7% | -0.8% | -64.9% | -58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling