+188.2%
MAGS vs COO
-32.5%
+220.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -5.8% | +14.2% | -19.9% | -7.9% |
| 3M | +0.2% | -18.2% | +18.5% | +3.9% |
| 6M | -2.7% | +5.3% | -8.0% | -4.5% |
| YTD | +4.1% | -23.6% | +27.7% | +9.5% |
| 1Y | +7.5% | -12.7% | +20.2% | +9.7% |
| 3Y | +122.0% | -24.2% | +146.2% | +125.2% |
| All | +188.2% | -32.5% | +220.8% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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