+191.0%
MAGS vs Z
-28.0%
+219.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.5% |
| 7D | +0.8% | -7.1% | +7.9% | +2.3% |
| 30D | +0.4% | -4.8% | +5.2% | +1.2% |
| 3M | +5.6% | -9.3% | +14.9% | +7.1% |
| 6M | +12.3% | -29.0% | +41.3% | +19.3% |
| YTD | +5.1% | -52.9% | +58.0% | +20.8% |
| 1Y | +14.0% | -63.1% | +77.1% | +37.2% |
| 3Y | +129.4% | -36.9% | +166.2% | +141.9% |
| All | +191.0% | -28.0% | +219.0% | +205.4% |
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