+502.0%
ASX vs MAGS
+186.6%
+315.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.5% |
| 7D | +6.3% | +1.2% | +5.1% | +5.2% |
| 30D | +6.4% | -0.1% | +6.5% | +6.4% |
| 3M | +13.1% | +3.8% | +9.3% | +9.6% |
| 6M | +90.3% | +13.2% | +77.0% | +73.0% |
| YTD | +149.6% | +4.7% | +144.9% | +140.9% |
| 1Y | +249.2% | +14.4% | +234.8% | +214.9% |
| 3Y | +445.9% | +128.6% | +317.3% | +199.5% |
| All | +502.0% | +186.6% | +315.3% | +219.8% |
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