+196.1%
C vs MAGS
+184.9%
+11.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.2% | +1.7% | +2.5% | +3.3% |
| 30D | +2.0% | -5.8% | +7.8% | +4.9% |
| 3M | -10.1% | +0.2% | -10.4% | -10.3% |
| 6M | +1.0% | -2.7% | +3.6% | +2.0% |
| YTD | +8.5% | +4.1% | +4.4% | +5.6% |
| 1Y | +25.7% | +7.5% | +18.2% | +20.5% |
| 3Y | +216.0% | +122.0% | +93.9% | +138.5% |
| All | +196.1% | +184.9% | +11.2% | +110.3% |
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