+190.0%
MAGS vs ALLE
+61.0%
+128.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +2.8% | -1.6% | +0.6% |
| 30D | -0.1% | -7.6% | +7.5% | +1.7% |
| 3M | +3.8% | +22.8% | -19.0% | -1.6% |
| 6M | +13.2% | +4.6% | +8.6% | +11.7% |
| YTD | +4.7% | -1.2% | +5.9% | +4.3% |
| 1Y | +14.4% | -9.1% | +23.5% | +16.7% |
| 3Y | +128.6% | +50.0% | +78.6% | +95.8% |
| All | +190.0% | +61.0% | +128.9% | +132.6% |
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