+180.4%
W vs MAGS
+187.7%
-7.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.3% |
| 7D | +5.9% | +0.8% | +5.1% | +4.7% |
| 30D | -3.0% | +0.4% | -3.4% | -3.6% |
| 3M | +40.3% | +5.6% | +34.8% | +30.9% |
| 6M | +32.2% | +12.3% | +19.9% | +15.2% |
| YTD | -0.3% | +5.1% | -5.4% | -5.2% |
| 1Y | +16.2% | +14.0% | +2.2% | -0.8% |
| 3Y | +40.7% | +129.4% | -88.7% | -47.9% |
| All | +180.4% | +187.7% | -7.3% | -17.9% |
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