+191.0%
MAGS vs ALM
+1,743.1%
-1,552.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | +0.8% | +3.6% | -2.8% | +0.7% |
| 30D | +0.4% | +33.8% | -33.4% | -0.7% |
| 3M | +5.6% | +14.8% | -9.2% | +4.7% |
| 6M | +12.3% | -7.0% | +19.3% | +11.7% |
| YTD | +5.1% | +108.1% | -103.0% | +2.4% |
| 1Y | +14.0% | +313.8% | -299.8% | +9.1% |
| 3Y | +129.4% | +2,227.6% | -2,098.2% | +114.9% |
| All | +191.0% | +1,743.1% | -1,552.1% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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