+191.0%
MAGS vs ROP
-8.6%
+199.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +0.8% | -6.1% | +6.9% | +3.0% |
| 30D | +0.4% | -3.4% | +3.8% | +1.5% |
| 3M | +5.6% | +16.7% | -11.1% | -1.0% |
| 6M | +12.3% | +8.1% | +4.3% | +8.6% |
| YTD | +5.1% | -11.7% | +16.8% | +12.8% |
| 1Y | +14.0% | -24.2% | +38.2% | +33.9% |
| 3Y | +129.4% | -19.0% | +148.3% | +156.1% |
| All | +191.0% | -8.6% | +199.6% | +198.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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