-27.4%
ON vs MAGS
+128.8%
-156.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.9% |
| 7D | -2.2% | +1.2% | -3.4% | -3.4% |
| 30D | -12.4% | -0.1% | -12.3% | -12.5% |
| 3M | -41.2% | +3.8% | -45.0% | -43.7% |
| 6M | +25.0% | +13.2% | +11.7% | +10.0% |
| YTD | +31.3% | +4.7% | +26.6% | +24.5% |
| 1Y | +45.4% | +14.4% | +31.0% | +25.9% |
| 3Y | -27.4% | +128.6% | -156.0% | -64.7% |
| All | -27.4% | +128.8% | -156.2% | -64.7% |
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