+187.8%
MAGS vs M
+57.1%
+130.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.3% | +5.0% | -5.3% | -1.1% |
| 30D | -7.1% | +10.6% | -17.7% | -8.6% |
| 3M | -0.7% | +1.6% | -2.3% | -1.2% |
| 6M | -1.5% | +30.8% | -32.4% | -6.2% |
| YTD | +3.9% | +16.9% | -13.0% | +0.3% |
| 1Y | +3.1% | +26.3% | -23.2% | -1.9% |
| 3Y | +121.6% | +158.6% | -37.0% | +87.4% |
| All | +187.8% | +57.1% | +130.7% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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