+187.8%
MAGS vs RACE
+56.7%
+131.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -7.1% | +6.6% | -13.7% | -8.9% |
| 3M | -0.7% | +2.2% | -2.9% | -1.4% |
| 6M | -1.5% | +22.4% | -23.9% | -7.6% |
| YTD | +3.9% | +13.8% | -9.9% | -0.9% |
| 1Y | +3.1% | +2.2% | +0.9% | +1.5% |
| 3Y | +121.6% | +25.6% | +96.0% | +93.7% |
| All | +187.8% | +56.7% | +131.1% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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