+188.2%
MAGS vs ALLY
+63.2%
+125.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -5.8% | +5.2% | -11.0% | -7.3% |
| 3M | +0.2% | -13.3% | +13.6% | +4.4% |
| 6M | -2.7% | -6.7% | +4.0% | -0.9% |
| YTD | +4.1% | -12.8% | +16.9% | +7.6% |
| 1Y | +7.5% | +0.7% | +6.8% | +6.3% |
| 3Y | +122.0% | +65.2% | +56.8% | +96.7% |
| All | +188.2% | +63.2% | +125.0% | +156.2% |
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