+43.9%
MAGS vs ADVB
-97.4%
+141.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +2.3% |
| 7D | +1.3% | -1.2% | +2.5% | +1.3% |
| 30D | -6.3% | -61.4% | +55.0% | -6.3% |
| 3M | -0.1% | -67.8% | +67.7% | -0.1% |
| 6M | -0.8% | -66.9% | +66.1% | -1.9% |
| YTD | +4.7% | -64.9% | +69.6% | +2.8% |
| 1Y | +6.8% | -74.8% | +81.5% | +5.9% |
| All | +43.9% | -97.4% | +141.3% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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