+142.4%
MMM vs MAGS
+184.5%
-42.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +7.0% | -0.3% | +7.2% | +7.1% |
| 30D | +18.4% | -7.1% | +25.5% | +21.0% |
| 3M | +4.5% | -0.7% | +5.2% | +4.5% |
| 6M | +33.4% | -1.5% | +35.0% | +33.5% |
| YTD | +20.0% | +3.9% | +16.0% | +17.6% |
| 1Y | +15.0% | +3.1% | +11.9% | +12.9% |
| 3Y | +165.0% | +121.6% | +43.4% | +106.0% |
| All | +142.4% | +184.5% | -42.1% | +69.2% |
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