+190.4%
MAGS vs BEN
+49.3%
+141.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +1.1% | +0.9% | +0.2% | +0.7% |
| 3M | +7.7% | +9.2% | -1.5% | +4.5% |
| 6M | +11.7% | +36.8% | -25.1% | +0.2% |
| YTD | +4.9% | +44.4% | -39.5% | -7.7% |
| 1Y | +14.3% | +45.8% | -31.5% | +0.1% |
| 3Y | +128.9% | +52.5% | +76.4% | +87.2% |
| All | +190.4% | +49.3% | +141.1% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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