+189.2%
MAGS vs ACI
-29.9%
+219.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | -2.0% | -5.3% | +3.3% | -2.0% |
| 30D | -6.9% | +5.0% | -11.9% | -6.8% |
| 3M | +0.7% | +7.5% | -6.9% | +0.8% |
| 6M | -0.8% | -16.0% | +15.2% | -1.3% |
| YTD | +4.4% | -20.6% | +25.1% | +3.5% |
| 1Y | +3.9% | -23.5% | +27.5% | +2.9% |
| 3Y | +122.7% | -32.1% | +154.9% | +120.0% |
| All | +189.2% | -29.9% | +219.1% | +186.3% |
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