-71.4%
OPEN vs MAGS
+5.9%
-77.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.2% | +11.6% | +10.4% |
| 7D | +3.7% | -1.4% | +5.0% | +6.0% |
| 30D | -14.3% | -4.4% | -9.9% | -8.6% |
| 3M | -51.9% | +1.9% | -53.9% | -53.8% |
| 6M | -61.4% | +4.9% | -66.3% | -64.3% |
| YTD | -66.0% | +6.5% | -72.6% | -67.3% |
| 1Y | -71.4% | +6.3% | -77.7% | -71.6% |
| All | -71.4% | +5.9% | -77.2% | -71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling