+449.0%
ASX vs MAGS
+185.8%
+263.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +22.1% | +3.0% | +19.1% | +19.1% |
| 30D | -23.8% | -7.3% | -16.4% | -17.5% |
| 3M | -7.6% | +1.7% | -9.3% | -7.3% |
| 6M | +6.9% | -0.4% | +7.3% | +9.5% |
| YTD | +127.7% | +4.4% | +123.3% | +124.3% |
| 1Y | +144.5% | +5.1% | +139.5% | +139.7% |
| 3Y | +377.8% | +122.6% | +255.2% | +171.6% |
| All | +449.0% | +185.8% | +263.3% | +197.8% |
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