+193.4%
MAGS vs RUN
-55.4%
+248.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +0.6% | -3.7% | +4.4% | +0.9% |
| 30D | +3.2% | -13.0% | +16.2% | +4.0% |
| 3M | +7.7% | -31.8% | +39.5% | +9.8% |
| 6M | +12.5% | -32.2% | +44.7% | +14.5% |
| YTD | +6.0% | -53.5% | +59.4% | +9.2% |
| 1Y | +14.4% | -46.5% | +60.9% | +16.9% |
| 3Y | +127.5% | -37.6% | +165.1% | +116.3% |
| All | +193.4% | -55.4% | +248.8% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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