-33.9%
BAX vs MAGS
+184.5%
-218.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +8.5% | -7.1% | +15.6% | +10.4% |
| 3M | -4.9% | -0.7% | -4.1% | -4.7% |
| 6M | +47.0% | -1.5% | +48.5% | +47.3% |
| YTD | +38.4% | +3.9% | +34.5% | +36.4% |
| 1Y | +49.1% | +3.1% | +46.0% | +47.0% |
| 3Y | -14.9% | +121.6% | -136.5% | -27.2% |
| All | -33.9% | +184.5% | -218.4% | -49.0% |
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