-23.5%
JD vs MAGS
+184.9%
-208.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.8% |
| 30D | +4.6% | -5.8% | +10.4% | +7.0% |
| 3M | -4.7% | +0.2% | -5.0% | -5.3% |
| 6M | -17.4% | -2.7% | -14.7% | -17.0% |
| YTD | +0.7% | +4.1% | -3.4% | -2.1% |
| 1Y | -5.9% | +7.5% | -13.4% | -9.9% |
| 3Y | +18.9% | +122.0% | -103.2% | -24.8% |
| All | -23.5% | +184.9% | -208.4% | -59.1% |
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