+224.8%
C vs MAGS
+186.6%
+38.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.2% | +1.2% | +1.9% | +2.6% |
| 30D | +1.3% | -0.1% | +1.4% | +1.3% |
| 3M | +3.1% | +3.8% | -0.7% | +0.9% |
| 6M | +29.6% | +13.2% | +16.4% | +21.1% |
| YTD | +19.0% | +4.7% | +14.2% | +15.6% |
| 1Y | +45.6% | +14.4% | +31.3% | +35.4% |
| 3Y | +269.3% | +128.6% | +140.7% | +177.1% |
| All | +224.8% | +186.6% | +38.1% | +130.2% |
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