+190.0%
MAGS vs M
+39.4%
+150.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +1.2% | +2.4% | -1.1% | +0.8% |
| 30D | -0.1% | -11.6% | +11.5% | +1.8% |
| 3M | +3.8% | +1.6% | +2.2% | +3.2% |
| 6M | +13.2% | +25.2% | -12.0% | +8.7% |
| YTD | +4.7% | +3.8% | +1.0% | +3.2% |
| 1Y | +14.4% | +36.3% | -22.0% | +7.4% |
| 3Y | +128.6% | +116.3% | +12.2% | +97.6% |
| All | +190.0% | +39.4% | +150.5% | +170.0% |
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