+200.7%
GS vs MAGS
+186.7%
+14.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +1.2% | -6.3% | +7.6% | +5.0% |
| 3M | -12.4% | -0.1% | -12.3% | -12.3% |
| 6M | -2.3% | -0.8% | -1.6% | -1.9% |
| YTD | +4.6% | +4.7% | -0.1% | +1.8% |
| 1Y | +17.5% | +6.8% | +10.7% | +13.2% |
| 3Y | +202.0% | +128.9% | +73.1% | +117.9% |
| All | +200.7% | +186.7% | +14.0% | +101.2% |
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