+187.8%
MAGS vs S
+42.7%
+145.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | -7.1% | -10.8% | +3.7% | -5.4% |
| 3M | -0.7% | +5.4% | -6.1% | -2.6% |
| 6M | -1.5% | +41.2% | -42.8% | -9.1% |
| YTD | +3.9% | +56.2% | -52.3% | -6.5% |
| 1Y | +3.1% | +36.3% | -33.2% | -5.1% |
| 3Y | +121.6% | +49.4% | +72.2% | +101.9% |
| All | +187.8% | +42.7% | +145.1% | +150.8% |
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