+188.2%
MAGS vs ALC
+7.7%
+180.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -1.0% |
| 7D | +1.7% | -1.1% | +2.8% | +1.9% |
| 30D | -5.8% | +16.0% | -21.8% | -9.3% |
| 3M | +0.2% | +0.8% | -0.6% | 0.0% |
| 6M | -2.7% | +16.8% | -19.5% | -7.0% |
| YTD | +4.1% | -5.5% | +9.6% | +5.2% |
| 1Y | +7.5% | -5.3% | +12.8% | +8.5% |
| 3Y | +122.0% | +4.1% | +118.0% | +113.4% |
| All | +188.2% | +7.7% | +180.5% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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