+187.8%
MAGS vs GEN
+86.7%
+101.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | -7.1% | +29.1% | -36.2% | -12.2% |
| 3M | -0.7% | +2.9% | -3.6% | -1.5% |
| 6M | -1.5% | +33.6% | -35.2% | -8.8% |
| YTD | +3.9% | +12.0% | -8.1% | +0.3% |
| 1Y | +3.1% | +16.2% | -13.1% | -1.6% |
| 3Y | +121.6% | +65.1% | +56.6% | +95.0% |
| All | +187.8% | +86.7% | +101.1% | +151.7% |
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