+190.0%
MAGS vs MOD
+406.9%
-216.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.9% | -7.6% | +0.6% |
| 7D | +1.3% | -13.9% | +15.3% | +3.2% |
| 30D | -6.3% | -41.5% | +35.2% | +1.9% |
| 3M | -0.1% | -45.7% | +45.7% | +9.6% |
| 6M | -0.8% | -61.1% | +60.4% | +14.0% |
| YTD | +4.7% | -20.5% | +25.2% | +2.6% |
| 1Y | +6.8% | -32.1% | +38.9% | +7.3% |
| 3Y | +128.9% | +146.5% | -17.5% | +76.5% |
| All | +190.0% | +406.9% | -216.9% | +113.0% |
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