+35.3%
U vs MAGS
+188.2%
-152.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.5% |
| 7D | -3.8% | +0.5% | -4.3% | -4.3% |
| 30D | +17.5% | +1.5% | +16.0% | +15.5% |
| 3M | +38.7% | +0.5% | +38.3% | +37.8% |
| 6M | +104.4% | +11.6% | +92.8% | +81.2% |
| YTD | -5.7% | +5.3% | -11.0% | -10.0% |
| 1Y | +3.7% | +14.9% | -11.2% | -8.8% |
| 3Y | +12.3% | +128.9% | -116.6% | -51.8% |
| All | +35.3% | +188.2% | -152.9% | -56.6% |
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 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