+188.2%
MAGS vs MLM
+53.3%
+135.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.7% | -0.9% | +2.5% | +2.0% |
| 30D | -5.8% | +9.0% | -14.8% | -8.8% |
| 3M | +0.2% | -5.6% | +5.8% | +2.1% |
| 6M | -2.7% | -10.7% | +8.0% | +0.4% |
| YTD | +4.1% | -17.2% | +21.3% | +9.7% |
| 1Y | +7.5% | -14.2% | +21.7% | +11.3% |
| 3Y | +122.0% | +15.6% | +106.4% | +95.6% |
| All | +188.2% | +53.3% | +135.0% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling