+191.0%
MAGS vs APD
+12.9%
+178.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +0.8% | -4.6% | +5.4% | +1.6% |
| 30D | +0.4% | -4.2% | +4.6% | +1.1% |
| 3M | +5.6% | +5.0% | +0.6% | +4.5% |
| 6M | +12.3% | +8.9% | +3.4% | +10.2% |
| YTD | +5.1% | +21.9% | -16.8% | +0.6% |
| 1Y | +14.0% | +5.6% | +8.4% | +12.6% |
| 3Y | +129.4% | +6.9% | +122.5% | +125.6% |
| All | +191.0% | +12.9% | +178.1% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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