+243.9%
GS vs MAGS
+186.6%
+57.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +3.4% | +1.2% | +2.2% | +2.7% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -0.3% | +3.8% | -4.1% | -2.5% |
| 6M | +27.4% | +13.2% | +14.1% | +18.9% |
| YTD | +19.6% | +4.7% | +14.9% | +16.4% |
| 1Y | +42.5% | +14.4% | +28.1% | +32.1% |
| 3Y | +240.4% | +128.6% | +111.9% | +145.3% |
| All | +243.9% | +186.6% | +57.3% | +130.0% |
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