+16.5%
BIL vs MAGS
+187.1%
-170.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -1.8% | +1.8% | +0.1% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | +0.9% | +7.7% | -6.8% | +0.9% |
| 6M | +1.8% | +11.7% | -9.9% | +1.8% |
| YTD | +2.5% | +4.9% | -2.4% | +2.5% |
| 1Y | +3.7% | +14.3% | -10.7% | +3.7% |
| 3Y | +14.1% | +128.9% | -114.8% | +14.1% |
| All | +16.5% | +187.1% | -170.6% | +16.3% |
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