+191.0%
MAGS vs ACI
-36.9%
+227.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.3% |
| 7D | +0.8% | -5.0% | +5.9% | +0.8% |
| 30D | +0.4% | -2.3% | +2.7% | +0.4% |
| 3M | +5.6% | -23.2% | +28.8% | +4.9% |
| 6M | +12.3% | -29.5% | +41.8% | +11.1% |
| YTD | +5.1% | -28.6% | +33.7% | +3.9% |
| 1Y | +14.0% | -34.0% | +48.0% | +12.8% |
| 3Y | +129.4% | -45.0% | +174.3% | +127.5% |
| All | +191.0% | -36.9% | +227.9% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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