+189.1%
MAGS vs MAS
+87.7%
+101.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.0% | +1.2% | +1.8% | +2.7% |
| 30D | -7.3% | +21.6% | -28.9% | -11.8% |
| 3M | +1.7% | +14.1% | -12.4% | -1.7% |
| 6M | -0.4% | +22.6% | -23.0% | -6.2% |
| YTD | +4.4% | +35.4% | -31.0% | -5.6% |
| 1Y | +5.1% | +37.5% | -32.4% | -5.5% |
| 3Y | +122.6% | +58.3% | +64.3% | +89.1% |
| All | +189.1% | +87.7% | +101.3% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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