+190.4%
MAGS vs S
+20.6%
+169.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | +1.1% | -11.8% | +12.9% | +3.1% |
| 3M | +7.7% | +33.9% | -26.2% | +1.3% |
| 6M | +11.7% | +40.1% | -28.4% | +3.4% |
| YTD | +4.9% | +32.1% | -27.2% | -2.2% |
| 1Y | +14.3% | +11.0% | +3.3% | +9.8% |
| 3Y | +128.9% | +16.9% | +112.0% | +117.9% |
| All | +190.4% | +20.6% | +169.8% | +162.6% |
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