+1,537.9%
MU vs MAGS
+187.7%
+1,350.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.4% |
| 7D | +7.5% | +0.8% | +6.7% | +6.4% |
| 30D | +19.4% | +0.4% | +19.0% | +18.5% |
| 3M | +9.8% | +5.6% | +4.3% | +2.1% |
| 6M | +164.1% | +12.3% | +151.8% | +131.8% |
| YTD | +260.3% | +5.1% | +255.2% | +240.1% |
| 1Y | +661.2% | +14.0% | +647.2% | +566.2% |
| 3Y | +1,380.8% | +129.4% | +1,251.5% | +625.6% |
| All | +1,537.9% | +187.7% | +1,350.2% | +577.5% |
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