+189.2%
MAGS vs Z
-34.0%
+223.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -2.0% | -13.1% | +11.1% | +0.6% |
| 30D | -6.9% | +5.9% | -12.7% | -8.4% |
| 3M | +0.7% | -13.7% | +14.3% | +2.7% |
| 6M | -0.8% | -27.1% | +26.3% | +4.4% |
| YTD | +4.4% | -56.8% | +61.2% | +21.2% |
| 1Y | +3.9% | -60.2% | +64.1% | +22.5% |
| 3Y | +122.7% | -19.7% | +142.4% | +127.1% |
| All | +189.2% | -34.0% | +223.2% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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