+190.0%
MAGS vs P
+288.7%
-98.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.9% |
| 7D | +1.2% | +7.8% | -6.6% | -0.4% |
| 30D | -0.1% | +12.3% | -12.4% | -3.3% |
| 3M | +3.8% | +37.1% | -33.3% | -4.5% |
| 6M | +13.2% | +66.1% | -52.8% | -1.8% |
| YTD | +4.7% | +50.9% | -46.2% | -8.0% |
| 1Y | +14.4% | +27.2% | -12.8% | +2.5% |
| 3Y | +128.6% | +158.7% | -30.1% | +60.6% |
| All | +190.0% | +288.7% | -98.7% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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