+190.0%
MAGS vs ALLY
+78.5%
+111.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -0.1% | -3.3% | +3.2% | +0.9% |
| 3M | +3.8% | +0.5% | +3.4% | +3.6% |
| 6M | +13.2% | +12.6% | +0.7% | +8.9% |
| YTD | +4.7% | -4.7% | +9.4% | +5.5% |
| 1Y | +14.4% | +5.2% | +9.2% | +11.6% |
| 3Y | +128.6% | +66.5% | +62.1% | +100.7% |
| All | +190.0% | +78.5% | +111.5% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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