+190.0%
MAGS vs ALK
-4.1%
+194.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -0.1% | -18.5% | +18.4% | +4.3% |
| 3M | +3.8% | -3.6% | +7.4% | +3.8% |
| 6M | +13.2% | -3.7% | +16.9% | +12.3% |
| YTD | +4.7% | -19.0% | +23.7% | +7.3% |
| 1Y | +14.4% | -36.0% | +50.4% | +23.7% |
| 3Y | +128.6% | +2.3% | +126.2% | +114.6% |
| All | +190.0% | -4.1% | +194.1% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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