+191.5%
MAGS vs MLM
+53.6%
+137.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | +0.5% | -2.9% | +3.4% | +1.6% |
| 30D | +1.5% | -6.8% | +8.3% | +4.1% |
| 3M | +0.5% | -11.2% | +11.7% | +4.2% |
| 6M | +11.6% | -21.8% | +33.4% | +21.8% |
| YTD | +5.3% | -17.0% | +22.2% | +11.0% |
| 1Y | +14.9% | -16.4% | +31.3% | +20.3% |
| 3Y | +128.9% | +14.5% | +114.4% | +100.2% |
| All | +191.5% | +53.6% | +137.9% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling