-32.1%
OPEN vs MAGS
+185.8%
-217.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -31.0% | +3.0% | -34.0% | -33.5% |
| 30D | -41.5% | -7.3% | -34.1% | -36.2% |
| 3M | -64.6% | +1.7% | -66.3% | -65.3% |
| 6M | -73.8% | -0.4% | -73.4% | -73.5% |
| YTD | -78.8% | +4.4% | -83.2% | -79.6% |
| 1Y | -86.8% | +5.1% | -91.9% | -87.3% |
| 3Y | -40.6% | +122.6% | -163.2% | -78.6% |
| All | -32.1% | +185.8% | -217.9% | -82.7% |
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