+188.2%
MAGS vs BEN
+61.4%
+126.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.7% | +6.8% | -5.1% | -0.6% |
| 30D | -5.8% | +18.0% | -23.8% | -10.9% |
| 3M | +0.2% | +7.5% | -7.2% | -2.3% |
| 6M | -2.7% | +14.7% | -17.4% | -7.3% |
| YTD | +4.1% | +56.1% | -52.0% | -10.8% |
| 1Y | +7.5% | +69.6% | -62.1% | -10.4% |
| 3Y | +122.0% | +87.7% | +34.4% | +69.9% |
| All | +188.2% | +61.4% | +126.8% | +138.9% |
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