+35.7%
MAGS vs MULL
+2,366.2%
-2,330.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.3% | +9.1% | +0.6% |
| 7D | -1.8% | +3.6% | -5.4% | -2.2% |
| 30D | +1.1% | +22.0% | -20.9% | -1.1% |
| 3M | +7.7% | -8.6% | +16.4% | +3.3% |
| 6M | +11.7% | +248.5% | -236.8% | -13.0% |
| YTD | +4.9% | +516.3% | -511.4% | -26.4% |
| 1Y | +14.3% | +2,036.6% | -2,022.3% | -36.5% |
| All | +35.7% | +2,366.2% | -2,330.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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