+190.4%
MAGS vs AME
+74.5%
+115.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.1% | -8.6% | +9.7% | +5.1% |
| 3M | +7.7% | +5.8% | +1.9% | +4.4% |
| 6M | +11.7% | +3.8% | +7.9% | +8.7% |
| YTD | +4.9% | +14.4% | -9.6% | -3.1% |
| 1Y | +14.3% | +25.8% | -11.4% | +0.3% |
| 3Y | +128.9% | +55.2% | +73.7% | +77.0% |
| All | +190.4% | +74.5% | +115.9% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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