+193.4%
MAGS vs BTI
+99.6%
+93.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +3.2% | -1.1% | +4.3% | +3.2% |
| 3M | +7.7% | -8.8% | +16.4% | +7.7% |
| 6M | +12.5% | -4.0% | +16.4% | +12.4% |
| YTD | +6.0% | +0.4% | +5.6% | +5.9% |
| 1Y | +14.4% | +1.9% | +12.5% | +14.3% |
| 3Y | +127.5% | +108.5% | +19.0% | +117.5% |
| All | +193.4% | +99.6% | +93.8% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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