+139.4%
MS vs MAGS
+180.2%
-40.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -1.1% |
| 7D | -1.6% | -1.4% | -0.2% | -0.7% |
| 30D | -3.8% | -8.4% | +4.6% | +0.8% |
| 3M | -14.6% | -1.5% | -13.1% | -13.9% |
| 6M | -5.1% | -1.4% | -3.7% | -4.5% |
| YTD | +4.5% | +2.4% | +2.1% | +2.9% |
| 1Y | +13.5% | +3.5% | +10.0% | +11.1% |
| 3Y | +160.4% | +125.3% | +35.1% | +86.4% |
| All | +139.4% | +180.2% | -40.8% | +55.0% |
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