+190.0%
MAGS vs OUST
+640.3%
-450.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.8% | -8.5% | +1.3% |
| 7D | +1.3% | +36.7% | -35.4% | -1.6% |
| 30D | -6.3% | -3.3% | -3.0% | -6.5% |
| 3M | -0.1% | -11.1% | +11.1% | +0.1% |
| 6M | -0.8% | +53.1% | -53.8% | -7.0% |
| YTD | +4.7% | +78.2% | -73.5% | -4.2% |
| 1Y | +6.8% | +50.0% | -43.2% | -1.1% |
| 3Y | +128.9% | +836.2% | -707.2% | +77.2% |
| All | +190.0% | +640.3% | -450.3% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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