+202.0%
GS vs MAGS
+184.5%
+17.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +1.6% | -0.3% | +1.8% | +1.9% |
| 30D | +1.7% | -7.1% | +8.7% | +5.9% |
| 3M | -11.6% | -0.7% | -10.9% | -11.2% |
| 6M | -1.9% | -1.5% | -0.4% | -1.1% |
| YTD | +5.1% | +3.9% | +1.1% | +2.7% |
| 1Y | +16.4% | +3.1% | +13.3% | +14.2% |
| 3Y | +199.0% | +121.6% | +77.3% | +118.1% |
| All | +202.0% | +184.5% | +17.5% | +102.9% |
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