+3.7%
U vs MAGS
+15.9%
-12.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.9% |
| 7D | -3.8% | +0.5% | -4.3% | -4.5% |
| 30D | +17.5% | +1.5% | +16.0% | +15.1% |
| 3M | +38.7% | +0.5% | +38.3% | +38.6% |
| 6M | +104.4% | +11.6% | +92.8% | +77.4% |
| YTD | -5.7% | +5.3% | -11.0% | -7.5% |
| 1Y | +3.7% | +14.9% | -11.2% | -13.1% |
| All | +3.7% | +15.9% | -12.2% | -13.1% |
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 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