+6.0%
NOW vs MAGS
+184.5%
-178.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.5% |
| 7D | -8.7% | -0.3% | -8.5% | -8.5% |
| 30D | -29.3% | -7.1% | -22.2% | -25.0% |
| 3M | -21.8% | -0.7% | -21.1% | -20.9% |
| 6M | +9.2% | -1.5% | +10.8% | +11.0% |
| YTD | -35.0% | +3.9% | -38.9% | -36.4% |
| 1Y | -42.5% | +3.1% | -45.6% | -43.6% |
| 3Y | -21.5% | +121.6% | -143.2% | -58.3% |
| All | +6.0% | +184.5% | -178.5% | -53.7% |
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