+188.2%
MAGS vs S
+35.2%
+153.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.2% |
| 30D | -5.8% | -2.7% | -3.1% | -5.6% |
| 3M | +0.2% | -6.9% | +7.1% | +0.7% |
| 6M | -2.7% | +38.1% | -40.7% | -9.8% |
| YTD | +4.1% | +48.0% | -43.9% | -5.5% |
| 1Y | +7.5% | +34.5% | -27.0% | -0.9% |
| 3Y | +122.0% | +38.3% | +83.7% | +104.7% |
| All | +188.2% | +35.2% | +153.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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