+339.3%
GE vs MAGS
+190.0%
+149.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -4.0% | +0.6% | -4.6% | -4.3% |
| 30D | -11.4% | +3.2% | -14.6% | -12.9% |
| 3M | -2.6% | +7.7% | -10.3% | -6.7% |
| 6M | -0.3% | +12.5% | -12.8% | -6.7% |
| YTD | +5.4% | +6.0% | -0.6% | +1.5% |
| 1Y | +15.5% | +14.4% | +1.2% | +6.9% |
| 3Y | +260.8% | +127.5% | +133.2% | +141.1% |
| All | +339.3% | +190.0% | +149.2% | +180.4% |
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