-39.0%
BAX vs MAGS
+187.7%
-226.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -12.2% | +0.4% | -12.6% | -12.3% |
| 3M | +21.8% | +5.6% | +16.2% | +20.2% |
| 6M | +36.3% | +12.3% | +24.0% | +32.3% |
| YTD | +27.8% | +5.1% | +22.7% | +25.6% |
| 1Y | -0.1% | +14.0% | -14.0% | -3.2% |
| 3Y | -33.3% | +129.4% | -162.7% | -43.3% |
| All | -39.0% | +187.7% | -226.7% | -53.0% |
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