+2,378.1%
APP vs MAGS
+184.5%
+2,193.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.5% |
| 7D | +61.1% | -0.3% | +61.4% | +59.2% |
| 30D | +42.8% | -7.1% | +49.8% | +55.4% |
| 3M | +16.7% | -0.7% | +17.4% | +16.0% |
| 6M | -15.6% | -1.5% | -14.1% | -15.2% |
| YTD | -41.3% | +3.9% | -45.2% | -44.5% |
| 1Y | -39.3% | +3.1% | -42.4% | -41.7% |
| 3Y | +803.2% | +121.6% | +681.6% | +267.7% |
| All | +2,378.1% | +184.5% | +2,193.7% | +620.3% |
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