+15.8%
F vs MAGS
+184.9%
-169.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.1% | +1.7% | -4.8% | -3.7% |
| 30D | 0.0% | -5.8% | +5.8% | +2.1% |
| 3M | -13.2% | +0.2% | -13.5% | -13.6% |
| 6M | -10.2% | -2.7% | -7.6% | -9.6% |
| YTD | -4.9% | +4.1% | -9.0% | -6.8% |
| 1Y | -6.1% | +7.5% | -13.6% | -9.0% |
| 3Y | +46.0% | +122.0% | -76.1% | +10.1% |
| All | +15.8% | +184.9% | -169.2% | -17.4% |
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