+9.4%
NOW vs MAGS
+186.7%
-177.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -1.0% |
| 7D | -3.1% | +1.3% | -4.4% | -4.0% |
| 30D | -27.0% | -6.3% | -20.7% | -23.1% |
| 3M | -17.7% | -0.1% | -17.6% | -17.2% |
| 6M | +12.7% | -0.8% | +13.5% | +13.8% |
| YTD | -32.9% | +4.7% | -37.7% | -34.8% |
| 1Y | -40.4% | +6.8% | -47.2% | -43.0% |
| 3Y | -17.1% | +128.9% | -146.0% | -57.1% |
| All | +9.4% | +186.7% | -177.4% | -52.6% |
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