+190.4%
MAGS vs GEN
+86.4%
+104.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -1.8% | -4.4% | +2.6% | -0.7% |
| 30D | +1.1% | +3.7% | -2.7% | +0.1% |
| 3M | +7.7% | +22.2% | -14.5% | +2.3% |
| 6M | +11.7% | +38.9% | -27.2% | +2.2% |
| YTD | +4.9% | +11.9% | -7.0% | +1.3% |
| 1Y | +14.3% | +4.5% | +9.9% | +12.3% |
| 3Y | +128.9% | +59.0% | +70.0% | +102.6% |
| All | +190.4% | +86.4% | +104.0% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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