+188.2%
MAGS vs MOD
+547.9%
-359.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -4.8% |
| 7D | +1.7% | +40.4% | -38.7% | -4.6% |
| 30D | -5.8% | -14.0% | +8.2% | -4.5% |
| 3M | +0.2% | -33.3% | +33.6% | +5.7% |
| 6M | -2.7% | -51.4% | +48.8% | +7.2% |
| YTD | +4.1% | +1.6% | +2.5% | -2.7% |
| 1Y | +7.5% | +5.4% | +2.1% | -0.9% |
| 3Y | +122.0% | +191.0% | -68.9% | +65.0% |
| All | +188.2% | +547.9% | -359.6% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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