+193.4%
MAGS vs EXEL
+179.1%
+14.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +0.6% | -4.9% | +5.5% | +1.0% |
| 30D | +3.2% | +11.4% | -8.2% | +2.4% |
| 3M | +7.7% | +4.9% | +2.8% | +7.2% |
| 6M | +12.5% | +34.4% | -22.0% | +9.7% |
| YTD | +6.0% | +28.0% | -22.1% | +3.7% |
| 1Y | +14.4% | +43.6% | -29.3% | +10.9% |
| 3Y | +127.5% | +155.2% | -27.7% | +128.8% |
| All | +193.4% | +179.1% | +14.3% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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