+193.4%
MAGS vs AIG
+57.9%
+135.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +3.2% | -1.1% | +4.3% | +3.4% |
| 3M | +7.7% | +0.7% | +7.0% | +7.3% |
| 6M | +12.5% | -2.2% | +14.6% | +12.6% |
| YTD | +6.0% | -10.8% | +16.8% | +8.6% |
| 1Y | +14.4% | -2.0% | +16.4% | +13.7% |
| 3Y | +127.5% | +34.8% | +92.7% | +110.6% |
| All | +193.4% | +57.9% | +135.5% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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