-9.9%
ON vs MAGS
+184.5%
-194.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.5% |
| 7D | -4.1% | -0.3% | -3.8% | -3.4% |
| 30D | -10.2% | -7.1% | -3.1% | -2.9% |
| 3M | -12.7% | -0.7% | -12.0% | -11.7% |
| 6M | -32.5% | -1.5% | -31.0% | -31.0% |
| YTD | +28.6% | +3.9% | +24.6% | +23.9% |
| 1Y | +43.4% | +3.1% | +40.3% | +39.1% |
| 3Y | +3.3% | +121.6% | -118.3% | -49.0% |
| All | -9.9% | +184.5% | -194.3% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling