+190.4%
MAGS vs USFR
+16.7%
+173.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.7% |
| 30D | +1.1% | +0.3% | +0.8% | +1.3% |
| 3M | +7.7% | +1.0% | +6.8% | +8.6% |
| 6M | +11.7% | +1.9% | +9.8% | +12.9% |
| YTD | +4.9% | +2.7% | +2.2% | +5.5% |
| 1Y | +14.3% | +4.0% | +10.3% | +14.4% |
| 3Y | +128.9% | +14.1% | +114.9% | +149.2% |
| All | +190.4% | +16.7% | +173.7% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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