+34.6%
MAGS vs MULL
+1,230.7%
-1,196.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.1% |
| 7D | +1.7% | +24.5% | -22.9% | -0.4% |
| 30D | -5.8% | -35.5% | +29.7% | -3.6% |
| 3M | +0.2% | -44.8% | +45.0% | +3.1% |
| 6M | -2.7% | -45.5% | +42.8% | -6.4% |
| YTD | +4.1% | +232.5% | -228.4% | -24.5% |
| 1Y | +7.5% | +343.3% | -335.7% | -26.5% |
| All | +34.6% | +1,230.7% | -1,196.0% | -34.7% |
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