+136.0%
ALL vs MAGS
+186.6%
-50.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.4% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | +18.4% | +3.8% | +14.6% | +18.4% |
| 6M | +20.5% | +13.2% | +7.3% | +20.1% |
| YTD | +23.5% | +4.7% | +18.8% | +23.4% |
| 1Y | +29.0% | +14.4% | +14.6% | +28.1% |
| 3Y | +153.7% | +128.6% | +25.2% | +149.8% |
| All | +136.0% | +186.6% | -50.7% | +131.4% |
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