+2,463.3%
APP vs MAGS
+184.9%
+2,278.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.3% |
| 7D | +4.6% | +1.7% | +2.9% | +2.5% |
| 30D | +56.0% | -5.8% | +61.8% | +66.7% |
| 3M | +30.8% | +0.2% | +30.6% | +28.2% |
| 6M | -9.8% | -2.7% | -7.1% | -7.7% |
| YTD | -39.3% | +4.1% | -43.4% | -42.7% |
| 1Y | -26.4% | +7.5% | -34.0% | -33.2% |
| 3Y | +887.9% | +122.0% | +765.9% | +301.2% |
| All | +2,463.3% | +184.9% | +2,278.3% | +643.5% |
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