+190.0%
MAGS vs REPL
+35.5%
+154.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +2.3% |
| 7D | +1.3% | +14.2% | -12.9% | +1.2% |
| 30D | -6.3% | +65.9% | -72.2% | -6.8% |
| 3M | -0.1% | +84.6% | -84.6% | -0.7% |
| 6M | -0.8% | +446.9% | -447.7% | -3.0% |
| YTD | +4.7% | +129.0% | -124.3% | +2.4% |
| 1Y | +6.8% | +167.9% | -161.1% | +4.3% |
| 3Y | +128.9% | +93.9% | +35.0% | +120.4% |
| All | +190.0% | +35.5% | +154.6% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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