+42.8%
NOW vs MAGS
+186.6%
-143.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.8% |
| 30D | +7.5% | -0.1% | +7.6% | +7.8% |
| 3M | +17.5% | +3.8% | +13.7% | +14.6% |
| 6M | +7.9% | +13.2% | -5.3% | -1.3% |
| YTD | -12.4% | +4.7% | -17.1% | -15.2% |
| 1Y | -28.6% | +14.4% | -42.9% | -35.6% |
| 3Y | +11.8% | +128.6% | -116.7% | -42.0% |
| All | +42.8% | +186.6% | -143.8% | -38.2% |
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