+190.4%
MAGS vs ATI
+412.0%
-221.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | +0.7% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | +1.1% | -13.5% | +14.6% | +4.5% |
| 3M | +7.7% | +8.5% | -0.8% | +4.9% |
| 6M | +11.7% | +25.2% | -13.5% | +4.2% |
| YTD | +4.9% | +73.4% | -68.5% | -10.3% |
| 1Y | +14.3% | +160.5% | -146.2% | -12.5% |
| 3Y | +128.9% | +347.3% | -218.4% | +47.9% |
| All | +190.4% | +412.0% | -221.5% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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