+187.8%
MAGS vs ACM
-9.9%
+197.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.3% | +6.6% | -6.9% | -2.2% |
| 30D | -7.1% | +19.8% | -26.8% | -12.1% |
| 3M | -0.7% | -3.1% | +2.4% | -0.1% |
| 6M | -1.5% | -11.5% | +10.0% | +1.7% |
| YTD | +3.9% | -24.7% | +28.6% | +12.9% |
| 1Y | +3.1% | -45.1% | +48.1% | +27.8% |
| 3Y | +121.6% | -8.9% | +130.5% | +118.8% |
| All | +187.8% | -9.9% | +197.7% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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