-6.2%
ACN vs MAGS
+184.9%
-191.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.8% | +1.7% | -5.5% | -4.3% |
| 30D | +16.5% | -5.8% | +22.3% | +18.2% |
| 3M | +41.5% | +0.2% | +41.2% | +40.8% |
| 6M | +60.1% | -2.7% | +62.7% | +60.4% |
| YTD | -3.9% | +4.1% | -8.0% | -5.9% |
| 1Y | +4.1% | +7.5% | -3.4% | +0.8% |
| 3Y | -15.9% | +122.0% | -137.9% | -38.7% |
| All | -6.2% | +184.9% | -191.1% | -39.3% |
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