+188.2%
MAGS vs RUN
-55.0%
+243.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.7% | -13.5% | +15.2% | +2.5% |
| 30D | -5.8% | +18.3% | -24.1% | -6.9% |
| 3M | +0.2% | -12.5% | +12.7% | +0.7% |
| 6M | -2.7% | -40.3% | +37.7% | -0.3% |
| YTD | +4.1% | -53.1% | +57.2% | +7.0% |
| 1Y | +7.5% | -54.3% | +61.8% | +10.5% |
| 3Y | +122.0% | -6.5% | +128.5% | +104.5% |
| All | +188.2% | -55.0% | +243.2% | +181.2% |
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