-33.9%
ACN vs MAGS
+187.1%
-221.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -7.9% | -1.8% | -6.1% | -7.4% |
| 30D | -1.1% | +1.1% | -2.1% | -1.3% |
| 3M | +5.6% | +7.7% | -2.1% | +3.1% |
| 6M | -9.9% | +11.7% | -21.7% | -13.3% |
| YTD | -32.3% | +4.9% | -37.2% | -33.5% |
| 1Y | -25.3% | +14.3% | -39.7% | -28.8% |
| 3Y | -42.3% | +128.9% | -171.2% | -58.2% |
| All | -33.9% | +187.1% | -221.0% | -57.2% |
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 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