+189.2%
MAGS vs AR
+59.9%
+129.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -2.0% | +2.1% | -4.1% | -2.2% |
| 30D | -6.9% | +4.5% | -11.4% | -7.5% |
| 3M | +0.7% | +1.0% | -0.3% | +0.3% |
| 6M | -0.8% | +4.4% | -5.2% | -1.7% |
| YTD | +4.4% | +10.9% | -6.4% | +1.6% |
| 1Y | +3.9% | +8.6% | -4.6% | +1.3% |
| 3Y | +122.7% | +48.5% | +74.2% | +112.0% |
| All | +189.2% | +59.9% | +129.3% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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