+191.5%
MAGS vs ACWI
+87.8%
+103.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.5% | +0.5% | 0.0% | -0.2% |
| 30D | +1.5% | +0.9% | +0.6% | +0.2% |
| 3M | +0.5% | +2.4% | -1.9% | -2.9% |
| 6M | +11.6% | +12.4% | -0.8% | -6.2% |
| YTD | +5.3% | +15.2% | -9.9% | -14.9% |
| 1Y | +14.9% | +22.7% | -7.8% | -15.8% |
| 3Y | +128.9% | +75.8% | +53.1% | +1.1% |
| All | +191.5% | +87.8% | +103.7% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling