+190.0%
MAGS vs FIVE
+17.1%
+172.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | +1.2% | +3.7% | -2.4% | +0.6% |
| 30D | -0.1% | +4.0% | -4.1% | -0.8% |
| 3M | +3.8% | +36.2% | -32.4% | -1.5% |
| 6M | +13.2% | +18.0% | -4.8% | +9.4% |
| YTD | +4.7% | +34.9% | -30.2% | -1.2% |
| 1Y | +14.4% | +67.9% | -53.5% | +3.7% |
| 3Y | +128.6% | +57.3% | +71.2% | +87.5% |
| All | +190.0% | +17.1% | +172.9% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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