+202.8%
META vs MAGS
+186.7%
+16.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +2.7% |
| 7D | +5.7% | +1.3% | +4.4% | +4.3% |
| 30D | -10.8% | -6.3% | -4.4% | -4.4% |
| 3M | +8.4% | -0.1% | +8.5% | +8.9% |
| 6M | +5.4% | -0.8% | +6.1% | +6.9% |
| YTD | -2.6% | +4.7% | -7.3% | -6.3% |
| 1Y | +3.5% | +6.8% | -3.3% | -2.4% |
| 3Y | +102.0% | +128.9% | -26.9% | -22.0% |
| All | +202.8% | +186.7% | +16.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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