+83.0%
MA vs MAGS
+180.2%
-97.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +2.3% | -1.4% | +3.7% | +2.7% |
| 30D | +14.7% | -8.4% | +23.0% | +17.4% |
| 3M | +13.5% | -1.5% | +15.0% | +13.7% |
| 6M | +33.1% | -1.4% | +34.5% | +33.0% |
| YTD | +15.1% | +2.4% | +12.7% | +13.4% |
| 1Y | +18.7% | +3.5% | +15.2% | +16.5% |
| 3Y | +72.1% | +125.3% | -53.2% | +25.7% |
| All | +83.0% | +180.2% | -97.2% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling