+195.0%
MAGS vs MAS
+92.2%
+102.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +0.9% |
| 7D | -1.4% | +14.2% | -15.5% | -4.5% |
| 30D | -4.4% | +26.8% | -31.2% | -10.0% |
| 3M | +1.9% | +13.1% | -11.2% | -1.3% |
| 6M | +4.9% | +27.9% | -23.0% | -2.3% |
| YTD | +6.5% | +38.7% | -32.1% | -4.2% |
| 1Y | +6.3% | +40.4% | -34.1% | -4.9% |
| 3Y | +137.0% | +66.1% | +70.9% | +98.8% |
| All | +195.0% | +92.2% | +102.8% | +128.6% |
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