+43.2%
TER vs MAGS
+5.9%
+37.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -9.1% | -9.3% |
| 7D | -19.9% | -1.4% | -18.5% | -18.6% |
| 30D | -43.5% | -4.4% | -39.2% | -40.3% |
| 3M | -37.8% | +1.9% | -39.7% | -38.7% |
| 6M | -25.6% | +4.9% | -30.5% | -28.5% |
| YTD | +29.8% | +6.5% | +23.3% | +19.3% |
| 1Y | +43.2% | +6.3% | +36.9% | +32.5% |
| All | +43.2% | +5.9% | +37.3% | +32.5% |
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