+187.8%
MAGS vs APD
+19.4%
+168.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | -7.1% | +11.0% | -18.1% | -8.7% |
| 3M | -0.7% | +1.3% | -2.0% | -1.0% |
| 6M | -1.5% | +6.4% | -7.9% | -2.7% |
| YTD | +3.9% | +28.9% | -25.0% | -1.4% |
| 1Y | +3.1% | +23.2% | -20.1% | -1.4% |
| 3Y | +121.6% | +26.3% | +95.3% | +112.3% |
| All | +187.8% | +19.4% | +168.4% | +177.4% |
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