+190.0%
MAGS vs ALLE
+97.3%
+92.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.8% |
| 7D | +1.3% | -0.6% | +2.0% | +1.5% |
| 30D | -6.3% | +26.6% | -33.0% | -10.8% |
| 3M | -0.1% | +13.2% | -13.2% | -2.5% |
| 6M | -0.8% | +42.9% | -43.6% | -8.7% |
| YTD | +4.7% | +21.0% | -16.3% | 0.0% |
| 1Y | +6.8% | +15.2% | -8.4% | +3.5% |
| 3Y | +128.9% | +95.6% | +33.3% | +84.9% |
| All | +190.0% | +97.3% | +92.7% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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