+81.3%
RF vs MAGS
+184.5%
-103.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +6.2% | -7.1% | +13.3% | +8.9% |
| 3M | -7.8% | -0.7% | -7.1% | -7.9% |
| 6M | +5.9% | -1.5% | +7.5% | +6.0% |
| YTD | +9.0% | +3.9% | +5.1% | +6.5% |
| 1Y | +19.3% | +3.1% | +16.2% | +16.8% |
| 3Y | +116.4% | +121.6% | -5.2% | +60.0% |
| All | +81.3% | +184.5% | -103.2% | +17.0% |
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 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