+146.9%
MS vs MAGS
+186.7%
-39.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +1.9% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | -0.9% | -6.3% | +5.4% | +2.6% |
| 3M | -13.0% | -0.1% | -12.9% | -12.9% |
| 6M | -2.0% | -0.8% | -1.2% | -1.7% |
| YTD | +7.8% | +4.7% | +3.0% | +4.9% |
| 1Y | +17.9% | +6.8% | +11.1% | +13.5% |
| 3Y | +174.8% | +128.9% | +45.9% | +94.8% |
| All | +146.9% | +186.7% | -39.8% | +57.9% |
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