+189.1%
MAGS vs A
+27.9%
+161.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | -7.3% | +0.8% | -8.1% | -7.5% |
| 3M | +1.7% | +16.9% | -15.2% | -2.5% |
| 6M | -0.4% | +53.8% | -54.1% | -11.9% |
| YTD | +4.4% | +28.1% | -23.7% | -2.9% |
| 1Y | +5.1% | +15.0% | -10.0% | +0.9% |
| 3Y | +122.6% | +63.1% | +59.5% | +90.7% |
| All | +189.1% | +27.9% | +161.2% | +163.3% |
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