-5.5%
OMC vs MAGS
+190.0%
-195.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | -7.6% | +3.2% | -10.8% | -8.3% |
| 3M | +4.5% | +7.7% | -3.1% | +2.6% |
| 6M | -0.3% | +12.5% | -12.7% | -3.3% |
| YTD | -0.1% | +6.0% | -6.1% | -1.8% |
| 1Y | +4.6% | +14.4% | -9.7% | +0.6% |
| 3Y | +10.5% | +127.5% | -117.1% | -9.7% |
| All | -5.5% | +190.0% | -195.6% | -24.5% |
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