+78.4%
V vs MAGS
+126.1%
-47.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +9.5% | -6.3% | +15.9% | +11.3% |
| 3M | +16.7% | -0.1% | +16.7% | +16.5% |
| 6M | +32.9% | -0.8% | +33.7% | +32.8% |
| YTD | +21.1% | +4.7% | +16.4% | +18.9% |
| 1Y | +26.6% | +6.8% | +19.9% | +23.6% |
| 3Y | +78.4% | +128.9% | -50.6% | +40.9% |
| All | +78.4% | +126.1% | -47.7% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling