+190.0%
MAGS vs ROIV
+451.8%
-261.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +1.8% |
| 7D | +1.3% | +13.3% | -12.0% | -0.2% |
| 30D | -6.3% | +14.8% | -21.1% | -7.9% |
| 3M | -0.1% | +11.9% | -12.0% | -1.7% |
| 6M | -0.8% | +42.4% | -43.2% | -5.6% |
| YTD | +4.7% | +87.4% | -82.7% | -3.9% |
| 1Y | +6.8% | +97.2% | -90.5% | -2.8% |
| 3Y | +128.9% | +375.7% | -246.8% | +88.2% |
| All | +190.0% | +451.8% | -261.8% | +141.0% |
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