-22.4%
JD vs MAGS
+184.5%
-206.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | +5.2% | -0.3% | +5.5% | +5.1% |
| 30D | +4.5% | -7.1% | +11.6% | +7.6% |
| 3M | -15.4% | -0.7% | -14.7% | -15.6% |
| 6M | -6.0% | -1.5% | -4.5% | -6.1% |
| YTD | +2.2% | +3.9% | -1.8% | -0.6% |
| 1Y | -6.7% | +3.1% | -9.7% | -8.9% |
| 3Y | +20.5% | +121.6% | -101.1% | -23.7% |
| All | -22.4% | +184.5% | -206.9% | -58.5% |
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