+188.2%
MAGS vs ACM
-10.1%
+198.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | +1.7% | +5.6% | -4.0% | 0.0% |
| 30D | -5.8% | +20.8% | -26.6% | -11.1% |
| 3M | +0.2% | +11.4% | -11.2% | -3.3% |
| 6M | -2.7% | +0.9% | -3.6% | -3.7% |
| YTD | +4.1% | -24.8% | +28.9% | +13.2% |
| 1Y | +7.5% | -46.4% | +53.9% | +34.9% |
| 3Y | +122.0% | -9.2% | +131.3% | +119.5% |
| All | +188.2% | -10.1% | +198.3% | +188.8% |
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