+138.4%
BAC vs MAGS
+187.7%
-49.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -1.4% | +0.4% | -1.8% | -1.5% |
| 3M | +15.7% | +5.6% | +10.2% | +13.4% |
| 6M | +32.2% | +12.3% | +19.9% | +26.2% |
| YTD | +15.8% | +5.1% | +10.7% | +13.1% |
| 1Y | +27.3% | +14.0% | +13.3% | +20.6% |
| 3Y | +137.5% | +129.4% | +8.1% | +87.4% |
| All | +138.4% | +187.7% | -49.3% | +71.9% |
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