+188.2%
MAGS vs BN
+98.4%
+89.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.5% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -5.8% | +14.0% | -19.7% | -11.6% |
| 3M | +0.2% | -9.0% | +9.3% | +4.5% |
| 6M | -2.7% | -8.8% | +6.2% | +1.1% |
| YTD | +4.1% | -10.3% | +14.4% | +8.1% |
| 1Y | +7.5% | -5.8% | +13.3% | +8.9% |
| 3Y | +122.0% | +94.8% | +27.3% | +68.4% |
| All | +188.2% | +98.4% | +89.9% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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