+32.6%
D vs MAGS
+187.7%
-155.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -0.4% | +0.8% | -1.3% | -0.4% |
| 30D | -2.1% | +0.4% | -2.5% | -2.0% |
| 3M | -0.7% | +5.6% | -6.3% | -0.4% |
| 6M | +5.6% | +12.3% | -6.7% | +6.2% |
| YTD | +14.6% | +5.1% | +9.5% | +14.9% |
| 1Y | +15.3% | +14.0% | +1.4% | +15.9% |
| 3Y | +59.1% | +129.4% | -70.3% | +58.8% |
| All | +32.6% | +187.7% | -155.0% | +27.5% |
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