+190.0%
MAGS vs AGI
+180.5%
+9.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.2% | +4.4% | -3.2% | +0.8% |
| 30D | -0.1% | +10.0% | -10.1% | -1.2% |
| 3M | +3.8% | +1.7% | +2.1% | +3.4% |
| 6M | +13.2% | -26.8% | +40.0% | +16.0% |
| YTD | +4.7% | -5.3% | +10.0% | +4.4% |
| 1Y | +14.4% | +11.5% | +2.9% | +11.8% |
| 3Y | +128.6% | +212.9% | -84.4% | +98.9% |
| All | +190.0% | +180.5% | +9.4% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling