+117.9%
RF vs MAGS
+122.9%
-5.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.3% | -2.0% | +0.6% | -0.7% |
| 30D | +4.6% | -6.9% | +11.5% | +7.2% |
| 3M | -8.4% | +0.7% | -9.1% | -8.9% |
| 6M | +8.9% | -0.8% | +9.7% | +8.7% |
| YTD | +8.8% | +4.4% | +4.4% | +6.0% |
| 1Y | +18.9% | +3.9% | +15.0% | +16.0% |
| All | +117.9% | +122.9% | -5.0% | +67.9% |
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