+190.4%
MAGS vs QID
-80.6%
+271.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | +1.1% |
| 7D | -1.8% | +2.7% | -4.5% | -0.2% |
| 30D | +1.1% | +3.3% | -2.2% | +3.2% |
| 3M | +7.7% | -5.5% | +13.3% | +5.7% |
| 6M | +11.7% | -28.4% | +40.1% | -5.9% |
| YTD | +4.9% | -26.6% | +31.4% | -9.5% |
| 1Y | +14.3% | -34.1% | +48.5% | -6.4% |
| 3Y | +128.9% | -73.7% | +202.6% | +27.4% |
| All | +190.4% | -80.6% | +271.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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