+190.0%
MAGS vs RACE
+57.9%
+132.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +1.3% | +3.9% | -2.6% | +0.2% |
| 30D | -6.3% | +7.4% | -13.8% | -8.3% |
| 3M | -0.1% | +1.6% | -1.7% | -0.6% |
| 6M | -0.8% | +23.3% | -24.1% | -7.1% |
| YTD | +4.7% | +14.7% | -9.9% | -0.4% |
| 1Y | +6.8% | +2.5% | +4.3% | +5.1% |
| 3Y | +128.9% | +28.0% | +100.9% | +98.6% |
| All | +190.0% | +57.9% | +132.2% | +132.2% |
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