+193.4%
MAGS vs AFL
+91.3%
+102.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.6% | -1.6% | +2.3% | +0.9% |
| 30D | +3.2% | -4.0% | +7.3% | +3.8% |
| 3M | +7.7% | -0.5% | +8.2% | +7.5% |
| 6M | +12.5% | +6.5% | +5.9% | +10.7% |
| YTD | +6.0% | +6.2% | -0.2% | +4.2% |
| 1Y | +14.4% | +8.3% | +6.1% | +11.8% |
| 3Y | +127.5% | +62.5% | +65.0% | +105.2% |
| All | +193.4% | +91.3% | +102.1% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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