+183.5%
MAGS vs MAS
+82.7%
+100.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.4% |
| 7D | -1.4% | +2.4% | -3.7% | -1.9% |
| 30D | -8.4% | +19.8% | -28.2% | -12.5% |
| 3M | -1.5% | +9.8% | -11.4% | -4.0% |
| 6M | -1.4% | +15.8% | -17.1% | -5.7% |
| YTD | +2.4% | +31.8% | -29.4% | -6.8% |
| 1Y | +3.5% | +35.4% | -31.9% | -6.7% |
| 3Y | +125.3% | +59.2% | +66.1% | +90.9% |
| All | +183.5% | +82.7% | +100.8% | +122.4% |
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