+38.1%
U vs MAGS
+187.7%
-149.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.9% |
| 7D | +4.4% | +0.8% | +3.6% | +3.4% |
| 30D | -1.3% | +0.4% | -1.7% | -1.9% |
| 3M | +49.6% | +5.6% | +44.0% | +40.7% |
| 6M | +100.2% | +12.3% | +87.9% | +75.9% |
| YTD | -3.7% | +5.1% | -8.8% | -8.0% |
| 1Y | -6.5% | +14.0% | -20.5% | -17.1% |
| 3Y | +12.9% | +129.4% | -116.5% | -51.7% |
| All | +38.1% | +187.7% | -149.6% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling