+26.7%
APA vs MAGS
+187.1%
-160.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.8% | -1.8% | +2.6% | +1.2% |
| 30D | +9.6% | +1.1% | +8.5% | +9.3% |
| 3M | +18.0% | +7.7% | +10.3% | +15.3% |
| 6M | +41.9% | +11.7% | +30.2% | +36.0% |
| YTD | +86.3% | +4.9% | +81.4% | +82.8% |
| 1Y | +97.9% | +14.3% | +83.5% | +86.1% |
| 3Y | +12.8% | +128.9% | -116.1% | -8.8% |
| All | +26.7% | +187.1% | -160.4% | -9.1% |
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