+191.0%
MAGS vs ACM
-18.8%
+209.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +1.3% |
| 7D | +0.8% | -3.7% | +4.5% | +2.0% |
| 30D | +0.4% | -12.7% | +13.1% | +4.4% |
| 3M | +5.6% | -9.8% | +15.4% | +8.3% |
| 6M | +12.3% | -31.4% | +43.7% | +26.7% |
| YTD | +5.1% | -32.1% | +37.2% | +18.0% |
| 1Y | +14.0% | -47.8% | +61.8% | +42.1% |
| 3Y | +129.4% | -22.1% | +151.5% | +136.9% |
| All | +191.0% | -18.8% | +209.8% | +201.1% |
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