-30.2%
OPEN vs MAGS
+126.1%
-156.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -1.8% |
| 7D | -21.7% | +1.3% | -23.0% | -22.6% |
| 30D | -36.5% | -6.3% | -30.1% | -31.9% |
| 3M | -59.5% | -0.1% | -59.5% | -59.6% |
| 6M | -71.9% | -0.8% | -71.1% | -71.4% |
| YTD | -75.8% | +4.7% | -80.6% | -76.8% |
| 1Y | -78.5% | +6.8% | -85.3% | -79.5% |
| 3Y | -30.2% | +128.9% | -159.1% | -69.1% |
| All | -30.2% | +126.1% | -156.3% | -69.1% |
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 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