+190.0%
MAGS vs MDY
+57.3%
+132.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | 0.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | -0.1% | -3.1% | +3.0% | +2.6% |
| 3M | +3.8% | +1.8% | +2.0% | +2.1% |
| 6M | +13.2% | +10.8% | +2.4% | +3.5% |
| YTD | +4.7% | +14.4% | -9.7% | -7.1% |
| 1Y | +14.4% | +15.2% | -0.8% | +0.7% |
| 3Y | +128.6% | +51.2% | +77.4% | +65.0% |
| All | +190.0% | +57.3% | +132.7% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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