+9.5%
OMC vs MAGS
+126.5%
-117.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | -7.5% | +0.4% | -7.9% | -7.6% |
| 3M | +4.6% | +5.6% | -0.9% | +3.2% |
| 6M | -4.8% | +12.3% | -17.2% | -7.8% |
| YTD | -1.0% | +5.1% | -6.1% | -2.5% |
| 1Y | +3.8% | +14.0% | -10.1% | -0.3% |
| All | +9.5% | +126.5% | -117.1% | -11.6% |
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