+9.4%
MSCI vs MAGS
+190.0%
-180.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -3.2% | +0.6% | -3.9% | -3.4% |
| 30D | -1.1% | +3.2% | -4.4% | -2.2% |
| 3M | -6.3% | +7.7% | -14.0% | -8.7% |
| 6M | +2.1% | +12.5% | -10.3% | -2.2% |
| YTD | -2.3% | +6.0% | -8.2% | -4.5% |
| 1Y | -3.9% | +14.4% | -18.3% | -8.9% |
| 3Y | +7.5% | +127.5% | -120.1% | -23.8% |
| All | +9.4% | +190.0% | -180.7% | -37.5% |
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