+180.6%
MAGS vs MAS
+85.6%
+95.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.4% | -4.1% |
| 7D | -4.1% | +4.6% | -8.6% | -5.1% |
| 30D | -9.5% | +19.9% | -29.4% | -13.6% |
| 3M | -2.3% | +8.9% | -11.2% | -4.5% |
| 6M | -0.4% | +20.2% | -20.5% | -5.7% |
| YTD | +1.3% | +33.9% | -32.5% | -8.0% |
| 1Y | +0.4% | +34.7% | -34.3% | -9.2% |
| 3Y | +125.4% | +60.4% | +65.0% | +90.8% |
| All | +180.6% | +85.6% | +95.1% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling