+190.0%
MAGS vs ACGL
+65.4%
+124.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | -6.3% | +13.1% | -19.5% | -6.9% |
| 3M | -0.1% | +9.8% | -9.9% | -0.5% |
| 6M | -0.8% | +15.3% | -16.0% | -1.6% |
| YTD | +4.7% | +12.7% | -8.0% | +3.9% |
| 1Y | +6.8% | +20.7% | -13.9% | +5.0% |
| 3Y | +128.9% | +34.3% | +94.6% | +122.1% |
| All | +190.0% | +65.4% | +124.7% | +168.0% |
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