+187.8%
MAGS vs ARWR
+90.7%
+97.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.3% | -17.7% | +17.4% | +1.6% |
| 30D | -7.1% | -21.9% | +14.8% | -4.9% |
| 3M | -0.7% | -44.5% | +43.8% | +5.1% |
| 6M | -1.5% | -32.6% | +31.1% | +1.6% |
| YTD | +3.9% | -26.2% | +30.1% | +5.7% |
| 1Y | +3.1% | +23.0% | -19.9% | -1.7% |
| 3Y | +121.6% | +81.8% | +39.9% | +87.9% |
| All | +187.8% | +90.7% | +97.0% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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