+179.9%
W vs MAGS
+186.6%
-6.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.2% |
| 7D | +6.5% | +1.2% | +5.3% | +4.8% |
| 30D | -6.2% | -0.1% | -6.1% | -6.2% |
| 3M | +48.9% | +3.8% | +45.1% | +41.7% |
| 6M | +31.2% | +13.2% | +17.9% | +13.1% |
| YTD | -0.4% | +4.7% | -5.2% | -5.0% |
| 1Y | +14.8% | +14.4% | +0.4% | -2.4% |
| 3Y | +40.5% | +128.6% | -88.0% | -47.7% |
| All | +179.9% | +186.6% | -6.7% | -17.6% |
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