+109.6%
NDAQ vs MAGS
+184.9%
-75.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | +18.0% | -5.8% | +23.7% | +20.0% |
| 3M | +11.5% | +0.2% | +11.3% | +11.1% |
| 6M | +21.1% | -2.7% | +23.7% | +21.6% |
| YTD | +12.8% | +4.1% | +8.7% | +10.7% |
| 1Y | +25.7% | +7.5% | +18.2% | +22.1% |
| 3Y | +116.8% | +122.0% | -5.2% | +74.2% |
| All | +109.6% | +184.9% | -75.3% | +57.2% |
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