+14.9%
MAGS vs MAS
+1.6%
+13.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +1.5% | -5.6% | +7.1% | +2.2% |
| 3M | +0.5% | +4.4% | -4.0% | -0.3% |
| 6M | +11.6% | +7.2% | +4.4% | +8.5% |
| YTD | +5.3% | +16.1% | -10.8% | +2.4% |
| 1Y | +14.9% | +0.1% | +14.8% | +10.7% |
| All | +14.9% | +1.6% | +13.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling