+190.0%
MAGS vs MLM
+58.4%
+131.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.4% |
| 7D | +1.3% | -3.8% | +5.2% | +2.8% |
| 30D | -6.3% | +11.0% | -17.3% | -9.9% |
| 3M | -0.1% | -3.1% | +3.0% | +0.9% |
| 6M | -0.8% | -9.8% | +9.0% | +2.2% |
| YTD | +4.7% | -14.4% | +19.1% | +9.1% |
| 1Y | +6.8% | -12.6% | +19.3% | +10.0% |
| 3Y | +128.9% | +19.7% | +109.2% | +99.2% |
| All | +190.0% | +58.4% | +131.6% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling