+193.4%
MAGS vs JAAA
+23.9%
+169.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.6% |
| 7D | +0.6% | +0.1% | +0.6% | +0.2% |
| 30D | +3.2% | +0.5% | +2.7% | +0.4% |
| 3M | +7.7% | +1.3% | +6.4% | +0.7% |
| 6M | +12.5% | +2.8% | +9.7% | -2.7% |
| YTD | +6.0% | +3.3% | +2.7% | -10.3% |
| 1Y | +14.4% | +4.9% | +9.5% | -10.4% |
| 3Y | +127.5% | +19.0% | +108.6% | +45.8% |
| All | +193.4% | +23.9% | +169.5% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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