+193.4%
MAGS vs AGI
+176.8%
+16.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.6% | -2.7% | +3.4% | +0.9% |
| 30D | +3.2% | +7.2% | -4.0% | +2.4% |
| 3M | +7.7% | +4.3% | +3.4% | +6.9% |
| 6M | +12.5% | -27.1% | +39.5% | +15.2% |
| YTD | +6.0% | -6.6% | +12.6% | +5.8% |
| 1Y | +14.4% | +9.5% | +4.9% | +12.0% |
| 3Y | +127.5% | +208.4% | -80.9% | +98.3% |
| All | +193.4% | +176.8% | +16.6% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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