+188.2%
MAGS vs ROIV
+436.4%
-248.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.7% | +1.7% | 0.0% | +1.5% |
| 30D | -5.8% | +17.6% | -23.4% | -7.6% |
| 3M | +0.2% | +9.0% | -8.7% | -1.1% |
| 6M | -2.7% | +35.3% | -37.9% | -6.9% |
| YTD | +4.1% | +82.2% | -78.1% | -4.2% |
| 1Y | +7.5% | +92.3% | -84.8% | -1.9% |
| 3Y | +122.0% | +336.8% | -214.8% | +83.3% |
| All | +188.2% | +436.4% | -248.1% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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