+19.4%
ADM vs MAGS
+187.1%
-167.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +8.7% | +1.1% | +7.6% | +8.6% |
| 3M | +7.6% | +7.7% | -0.1% | +7.2% |
| 6M | +26.9% | +11.7% | +15.2% | +26.0% |
| YTD | +54.3% | +4.9% | +49.4% | +53.9% |
| 1Y | +45.7% | +14.3% | +31.3% | +43.9% |
| 3Y | +21.9% | +128.9% | -107.0% | +10.2% |
| All | +19.4% | +187.1% | -167.7% | -3.8% |
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