+23.7%
AA vs MAGS
+187.1%
-163.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.2% |
| 30D | -10.7% | +1.1% | -11.8% | -11.4% |
| 3M | -26.2% | +7.7% | -33.9% | -30.6% |
| 6M | -20.9% | +11.7% | -32.6% | -27.8% |
| YTD | -8.6% | +4.9% | -13.5% | -12.5% |
| 1Y | +57.4% | +14.3% | +43.0% | +41.6% |
| 3Y | +77.8% | +128.9% | -51.1% | -1.2% |
| All | +23.7% | +187.1% | -163.4% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling