+293.3%
OKLO vs MAGS
+187.1%
+106.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.1% |
| 7D | +0.1% | -1.8% | +1.9% | +2.3% |
| 30D | -15.2% | +1.1% | -16.2% | -16.2% |
| 3M | -26.2% | +7.7% | -33.9% | -32.7% |
| 6M | -35.0% | +11.7% | -46.7% | -42.4% |
| YTD | -44.4% | +4.9% | -49.3% | -46.6% |
| 1Y | -45.9% | +14.3% | -60.3% | -52.0% |
| 3Y | +284.9% | +128.9% | +156.0% | +166.9% |
| All | +293.3% | +187.1% | +106.2% | +171.8% |
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