+62.9%
U vs MAGS
+185.8%
-122.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +3.0% | -0.2% | -0.3% |
| 30D | +7.6% | -7.3% | +14.9% | +16.1% |
| 3M | +12.7% | +1.7% | +11.0% | +9.8% |
| 6M | +87.0% | -0.4% | +87.3% | +86.1% |
| YTD | +13.6% | +4.4% | +9.2% | +8.6% |
| 1Y | +25.3% | +5.1% | +20.2% | +19.1% |
| 3Y | +85.8% | +122.6% | -36.8% | -18.7% |
| All | +62.9% | +185.8% | -122.8% | -47.6% |
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