+187.8%
MAGS vs REPL
+41.7%
+146.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.8% |
| 7D | -0.3% | +12.7% | -13.0% | -0.4% |
| 30D | -7.1% | +73.5% | -80.5% | -7.6% |
| 3M | -0.7% | +70.3% | -71.0% | -1.3% |
| 6M | -1.5% | +472.0% | -473.5% | -3.8% |
| YTD | +3.9% | +139.5% | -135.6% | +1.6% |
| 1Y | +3.1% | +167.3% | -164.2% | +0.7% |
| 3Y | +121.6% | +109.5% | +12.1% | +113.3% |
| All | +187.8% | +41.7% | +146.1% | +180.6% |
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