-8.1%
ON vs MAGS
+187.7%
-195.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | -1.9% | +0.8% | -2.7% | -2.7% |
| 30D | -11.0% | +0.4% | -11.4% | -11.6% |
| 3M | -39.3% | +5.6% | -44.9% | -42.8% |
| 6M | +19.8% | +12.3% | +7.5% | +6.6% |
| YTD | +31.1% | +5.1% | +26.0% | +24.0% |
| 1Y | +46.0% | +14.0% | +32.0% | +27.4% |
| 3Y | -27.5% | +129.4% | -156.9% | -65.2% |
| All | -8.1% | +187.7% | -195.8% | -59.0% |
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