+32.6%
MAGS vs GLXY
-40.0%
+72.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -0.3% | -16.2% | +15.9% | +1.1% |
| 30D | -7.1% | -30.6% | +23.5% | -4.5% |
| 3M | -0.7% | -27.7% | +27.0% | +1.2% |
| 6M | -1.5% | -53.3% | +51.8% | +3.7% |
| YTD | +3.9% | -36.9% | +40.8% | +4.7% |
| 1Y | +3.1% | -55.6% | +58.7% | +6.9% |
| All | +32.6% | -40.0% | +72.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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