+193.0%
ARM vs MAGS
+123.9%
+69.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +3.3% |
| 7D | -5.3% | +1.3% | -6.7% | -6.6% |
| 30D | -30.0% | -6.3% | -23.7% | -22.2% |
| 3M | -34.1% | -0.1% | -34.0% | -32.8% |
| 6M | -12.6% | -0.8% | -11.9% | -9.8% |
| YTD | +70.4% | +4.7% | +65.7% | +63.2% |
| 1Y | +22.3% | +6.8% | +15.5% | +13.8% |
| 3Y | +261.2% | +128.9% | +132.3% | +22.7% |
| All | +193.0% | +123.9% | +69.0% | +3.0% |
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