+1,264.8%
BE vs MAGS
+187.1%
+1,077.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | +9.7% | -1.8% | +11.5% | +11.5% |
| 30D | +22.4% | +1.1% | +21.3% | +20.9% |
| 3M | +10.4% | +7.7% | +2.6% | +2.7% |
| 6M | +67.9% | +11.7% | +56.1% | +52.2% |
| YTD | +197.5% | +4.9% | +192.6% | +186.8% |
| 1Y | +310.6% | +14.3% | +296.2% | +279.0% |
| 3Y | +1,657.2% | +128.9% | +1,528.3% | +964.5% |
| All | +1,264.8% | +187.1% | +1,077.7% | +662.8% |
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