+190.4%
MAGS vs AGI
+174.8%
+15.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -1.8% | -5.3% | +3.5% | -1.2% |
| 30D | +1.1% | +6.8% | -5.7% | +0.3% |
| 3M | +7.7% | +8.3% | -0.6% | +6.5% |
| 6M | +11.7% | -29.2% | +40.9% | +14.8% |
| YTD | +4.9% | -7.3% | +12.1% | +4.8% |
| 1Y | +14.3% | +8.0% | +6.3% | +12.1% |
| 3Y | +128.9% | +206.6% | -77.6% | +99.6% |
| All | +190.4% | +174.8% | +15.6% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling