+188.2%
MAGS vs BURL
+22.1%
+166.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.4% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -5.8% | -7.7% | +2.0% | -4.4% |
| 3M | +0.2% | -31.7% | +31.9% | +7.9% |
| 6M | -2.7% | -15.2% | +12.5% | -0.5% |
| YTD | +4.1% | -15.9% | +20.0% | +6.3% |
| 1Y | +7.5% | -14.2% | +21.7% | +8.8% |
| 3Y | +122.0% | +93.5% | +28.5% | +97.2% |
| All | +188.2% | +22.1% | +166.2% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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