-35.6%
DOW vs MAGS
+187.1%
-222.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -4.1% | +1.1% | -5.2% | -4.4% |
| 3M | -12.4% | +7.7% | -20.2% | -14.7% |
| 6M | -10.6% | +11.7% | -22.3% | -14.7% |
| YTD | +31.1% | +4.9% | +26.2% | +28.2% |
| 1Y | +30.5% | +14.3% | +16.2% | +23.0% |
| 3Y | -34.4% | +128.9% | -163.3% | -50.7% |
| All | -35.6% | +187.1% | -222.7% | -55.7% |
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