+191.5%
MAGS vs MAS
+60.9%
+130.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +1.5% | -5.6% | +7.1% | +2.9% |
| 3M | +0.5% | +4.4% | -4.0% | -1.3% |
| 6M | +11.6% | +7.2% | +4.4% | +8.2% |
| YTD | +5.3% | +16.1% | -10.8% | -0.9% |
| 1Y | +14.9% | +0.1% | +14.8% | +13.0% |
| 3Y | +128.9% | +28.3% | +100.6% | +106.7% |
| All | +191.5% | +60.9% | +130.6% | +136.4% |
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