+58.9%
MA vs MAGS
+187.7%
-128.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -3.5% | +0.8% | -4.3% | -3.7% |
| 30D | +0.8% | +0.4% | +0.4% | +0.6% |
| 3M | +14.8% | +5.6% | +9.2% | +12.7% |
| 6M | +10.0% | +12.3% | -2.3% | +5.7% |
| YTD | -0.1% | +5.1% | -5.2% | -2.1% |
| 1Y | -2.2% | +14.0% | -16.2% | -6.8% |
| 3Y | +39.3% | +129.4% | -90.1% | +1.0% |
| All | +58.9% | +187.7% | -128.8% | +3.2% |
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