+190.0%
MAGS vs ACWI
+86.9%
+103.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.2% |
| 7D | +1.2% | +1.1% | +0.2% | -0.3% |
| 30D | -0.1% | -0.2% | +0.1% | +0.2% |
| 3M | +3.8% | +4.7% | -0.9% | -2.9% |
| 6M | +13.2% | +14.5% | -1.2% | -7.5% |
| YTD | +4.7% | +14.6% | -9.9% | -14.8% |
| 1Y | +14.4% | +21.4% | -7.1% | -14.8% |
| 3Y | +128.6% | +77.6% | +51.0% | -0.3% |
| All | +190.0% | +86.9% | +103.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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