-25.9%
JD vs MAGS
+187.1%
-213.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -1.8% |
| 30D | -15.4% | +1.1% | -16.4% | -15.8% |
| 3M | -5.0% | +7.7% | -12.7% | -8.5% |
| 6M | +0.9% | +11.7% | -10.8% | -4.5% |
| YTD | -2.5% | +4.9% | -7.4% | -5.1% |
| 1Y | -16.0% | +14.3% | -30.4% | -21.3% |
| 3Y | -8.5% | +128.9% | -137.5% | -42.7% |
| All | -25.9% | +187.1% | -213.0% | -60.3% |
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