+1,854.9%
APP vs MAGS
+186.6%
+1,668.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.9% |
| 7D | +0.1% | +1.2% | -1.1% | -1.8% |
| 30D | -10.0% | -0.1% | -9.9% | -10.0% |
| 3M | -44.6% | +3.8% | -48.5% | -47.3% |
| 6M | -37.9% | +13.2% | -51.1% | -47.7% |
| YTD | -53.7% | +4.7% | -58.4% | -56.0% |
| 1Y | -43.0% | +14.4% | -57.3% | -51.9% |
| 3Y | +640.8% | +128.6% | +512.2% | +197.3% |
| All | +1,854.9% | +186.6% | +1,668.3% | +471.0% |
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