+20.2%
F vs MAGS
+186.7%
-166.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.2% |
| 7D | -0.6% | +1.3% | -2.0% | -1.2% |
| 30D | +2.9% | -6.3% | +9.2% | +5.3% |
| 3M | -9.5% | -0.1% | -9.4% | -9.7% |
| 6M | +4.0% | -0.8% | +4.8% | +4.1% |
| YTD | -1.3% | +4.7% | -6.0% | -3.4% |
| 1Y | -1.9% | +6.8% | -8.7% | -4.8% |
| 3Y | +53.5% | +128.9% | -75.4% | +14.9% |
| All | +20.2% | +186.7% | -166.5% | -14.4% |
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