+54.7%
T vs MAGS
+187.1%
-132.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.4% | -1.8% | -0.7% | -2.6% |
| 30D | +4.3% | +1.1% | +3.2% | +4.4% |
| 3M | +11.6% | +7.7% | +3.8% | +12.6% |
| 6M | -5.6% | +11.7% | -17.3% | -4.2% |
| YTD | +6.6% | +4.9% | +1.7% | +7.5% |
| 1Y | -8.4% | +14.3% | -22.7% | -6.8% |
| 3Y | +107.8% | +128.9% | -21.1% | +112.9% |
| All | +54.7% | +187.1% | -132.4% | +41.1% |
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