+190.4%
MAGS vs MNDY
-36.9%
+227.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 1Y | +14.3% | -54.5% | +68.9% | +28.3% |
| 3Y | +128.9% | -50.3% | +179.2% | +139.8% |
| All | +190.4% | -36.9% | +227.3% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling