+187.8%
MAGS vs MLM
+57.6%
+130.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.3% | -2.9% | +2.6% | +0.8% |
| 30D | -7.1% | +10.4% | -17.5% | -10.5% |
| 3M | -0.7% | -3.7% | +3.0% | +0.5% |
| 6M | -1.5% | -10.3% | +8.7% | +1.6% |
| YTD | +3.9% | -14.8% | +18.7% | +8.4% |
| 1Y | +3.1% | -13.9% | +17.0% | +6.9% |
| 3Y | +121.6% | +18.4% | +103.2% | +93.7% |
| All | +187.8% | +57.6% | +130.2% | +130.9% |
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