+172.8%
W vs MAGS
+126.1%
+46.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +1.7% |
| 7D | +3.3% | +1.3% | +2.0% | +2.0% |
| 30D | +10.5% | -6.3% | +16.9% | +20.0% |
| 3M | +9.6% | -0.1% | +9.7% | +9.6% |
| 6M | +76.4% | -0.8% | +77.1% | +78.4% |
| YTD | +16.4% | +4.7% | +11.6% | +10.9% |
| 1Y | +9.3% | +6.8% | +2.6% | +1.4% |
| 3Y | +172.8% | +128.9% | +43.9% | +3.2% |
| All | +172.8% | +126.1% | +46.7% | +3.2% |
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