+190.0%
MAGS vs ARWR
+231.3%
-41.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +1.2% | +2.9% | -1.6% | +0.9% |
| 30D | -0.1% | -2.9% | +2.8% | +0.2% |
| 3M | +3.8% | +15.2% | -11.4% | +1.8% |
| 6M | +13.2% | +42.3% | -29.0% | +8.3% |
| YTD | +4.7% | +28.2% | -23.5% | +1.0% |
| 1Y | +14.4% | +213.2% | -198.9% | -1.3% |
| 3Y | +128.6% | +184.6% | -56.1% | +83.7% |
| All | +190.0% | +231.3% | -41.3% | +135.6% |
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