+190.0%
MAGS vs FIVE
+16.9%
+173.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.4% |
| 7D | +1.3% | +6.2% | -4.9% | +0.4% |
| 30D | -6.3% | +18.2% | -24.5% | -8.7% |
| 3M | -0.1% | +3.8% | -3.9% | -0.9% |
| 6M | -0.8% | +13.7% | -14.5% | -3.4% |
| YTD | +4.7% | +34.7% | -30.0% | -1.3% |
| 1Y | +6.8% | +66.6% | -59.9% | -3.1% |
| 3Y | +128.9% | +44.3% | +84.6% | +90.7% |
| All | +190.0% | +16.9% | +173.1% | +156.6% |
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