+190.0%
MAGS vs ACGL
+46.4%
+143.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +1.2% | -2.9% | +4.2% | +1.4% |
| 30D | -0.1% | -2.8% | +2.7% | +0.1% |
| 3M | +3.8% | +6.8% | -3.0% | +3.1% |
| 6M | +13.2% | -1.5% | +14.8% | +13.2% |
| YTD | +4.7% | -0.2% | +4.9% | +4.4% |
| 1Y | +14.4% | +5.3% | +9.1% | +13.3% |
| 3Y | +128.6% | +30.3% | +98.3% | +120.3% |
| All | +190.0% | +46.4% | +143.6% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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