+193.4%
MAGS vs MNDY
-35.7%
+229.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.7% |
| 7D | +0.6% | -4.6% | +5.3% | +1.3% |
| 30D | +3.2% | +1.0% | +2.2% | +2.7% |
| 3M | +7.7% | +9.1% | -1.5% | +5.3% |
| 6M | +12.5% | +14.2% | -1.8% | +8.0% |
| YTD | +6.0% | -41.1% | +47.1% | +14.1% |
| 1Y | +14.4% | -54.7% | +69.1% | +28.6% |
| 3Y | +127.5% | -50.6% | +178.1% | +138.6% |
| All | +193.4% | -35.7% | +229.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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