+39.3%
D vs MAGS
+184.5%
-145.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +10.9% | -7.1% | +18.0% | +10.5% |
| 3M | +2.8% | -0.7% | +3.6% | +2.8% |
| 6M | +12.7% | -1.5% | +14.2% | +12.7% |
| YTD | +20.3% | +3.9% | +16.4% | +20.6% |
| 1Y | +17.1% | +3.1% | +14.0% | +17.4% |
| 3Y | +75.1% | +121.6% | -46.5% | +74.4% |
| All | +39.3% | +184.5% | -145.2% | +33.8% |
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