+15.8%
O vs MAGS
+187.1%
-171.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.5% | -1.8% | -1.7% | -3.6% |
| 30D | -3.3% | +1.1% | -4.4% | -3.3% |
| 3M | -2.8% | +7.7% | -10.6% | -2.7% |
| 6M | -5.8% | +11.7% | -17.5% | -5.6% |
| YTD | +9.4% | +4.9% | +4.5% | +9.5% |
| 1Y | +5.7% | +14.3% | -8.7% | +5.8% |
| 3Y | +27.2% | +128.9% | -101.7% | +22.6% |
| All | +15.8% | +187.1% | -171.3% | +9.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling