-18.8%
BA vs MAGS
+186.7%
-205.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.7% |
| 7D | -1.7% | +1.3% | -3.0% | -2.4% |
| 30D | -9.5% | -6.3% | -3.1% | -6.7% |
| 3M | -26.5% | -0.1% | -26.4% | -26.7% |
| 6M | -27.4% | -0.8% | -26.6% | -27.4% |
| YTD | -20.6% | +4.7% | -25.4% | -22.9% |
| 1Y | -11.4% | +6.8% | -18.2% | -14.9% |
| 3Y | -10.8% | +128.9% | -139.8% | -35.2% |
| All | -18.8% | +186.7% | -205.5% | -45.5% |
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