+190.0%
MAGS vs PL
+246.3%
-56.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.5% | -12.2% | +1.0% |
| 7D | +1.3% | +10.9% | -9.6% | +0.2% |
| 30D | -6.3% | -16.4% | +10.0% | -5.2% |
| 3M | -0.1% | -39.9% | +39.9% | +3.9% |
| 6M | -0.8% | -63.2% | +62.4% | +6.6% |
| YTD | +4.7% | -27.1% | +31.9% | +4.2% |
| 1Y | +6.8% | +12.2% | -5.4% | +1.2% |
| 3Y | +128.9% | +584.3% | -455.4% | +67.8% |
| All | +190.0% | +246.3% | -56.2% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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