+183.5%
MAGS vs MAS
+82.0%
+101.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | -1.4% | +2.0% | -3.3% | -1.8% |
| 30D | -8.4% | +19.4% | -27.7% | -12.4% |
| 3M | -1.5% | +9.4% | -11.0% | -3.9% |
| 6M | -1.4% | +15.3% | -16.7% | -5.6% |
| YTD | +2.4% | +31.3% | -28.9% | -6.7% |
| 1Y | +3.5% | +34.9% | -31.3% | -6.6% |
| 3Y | +125.3% | +58.6% | +66.7% | +91.1% |
| All | +183.5% | +82.0% | +101.5% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling