+189.2%
MAGS vs A
+30.8%
+158.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | -6.9% | +3.3% | -10.2% | -7.6% |
| 3M | +0.7% | +18.5% | -17.9% | -3.8% |
| 6M | -0.8% | +59.3% | -60.1% | -13.2% |
| YTD | +4.4% | +31.0% | -26.6% | -3.4% |
| 1Y | +3.9% | +19.3% | -15.4% | -1.2% |
| 3Y | +122.7% | +66.8% | +55.9% | +89.6% |
| All | +189.2% | +30.8% | +158.4% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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