+190.4%
MAGS vs GRMN
+192.8%
-2.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.3% |
| 30D | +1.1% | -12.1% | +13.2% | +4.7% |
| 3M | +7.7% | +18.0% | -10.3% | +1.9% |
| 6M | +11.7% | +13.7% | -2.0% | +6.7% |
| YTD | +4.9% | +35.3% | -30.4% | -5.3% |
| 1Y | +14.3% | +17.2% | -2.9% | +7.4% |
| 3Y | +128.9% | +179.6% | -50.7% | +66.4% |
| All | +190.4% | +192.8% | -2.4% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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