+135.1%
MMM vs MAGS
+184.9%
-49.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | +11.7% | -5.8% | +17.5% | +13.7% |
| 3M | +1.0% | +0.2% | +0.7% | +0.7% |
| 6M | +26.0% | -2.7% | +28.7% | +26.6% |
| YTD | +16.3% | +4.1% | +12.2% | +13.9% |
| 1Y | +9.6% | +7.5% | +2.1% | +6.2% |
| 3Y | +157.3% | +122.0% | +35.3% | +99.9% |
| All | +135.1% | +184.9% | -49.9% | +64.0% |
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