-35.5%
BAX vs MAGS
+184.9%
-220.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +4.1% | -5.8% | +9.8% | +5.6% |
| 3M | -4.5% | +0.2% | -4.8% | -4.7% |
| 6M | +49.2% | -2.7% | +51.9% | +50.0% |
| YTD | +35.2% | +4.1% | +31.2% | +33.2% |
| 1Y | +38.3% | +7.5% | +30.8% | +35.3% |
| 3Y | -19.0% | +122.0% | -141.1% | -30.8% |
| All | -35.5% | +184.9% | -220.4% | -50.2% |
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