+125.2%
MAGS vs MNDY
-50.4%
+175.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.0% |
| 7D | -1.8% | -12.5% | +10.7% | +0.2% |
| 30D | +1.1% | -2.6% | +3.7% | +1.2% |
| 3M | +7.7% | +4.2% | +3.5% | +6.1% |
| 6M | +11.7% | +9.8% | +2.0% | +8.0% |
| YTD | +4.9% | -42.3% | +47.2% | +13.5% |
| 1Y | +14.3% | -54.5% | +68.9% | +28.7% |
| All | +125.2% | -50.4% | +175.6% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling