+183.5%
MAGS vs MOD
+361.4%
-177.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | 0.0% |
| 7D | -1.4% | -25.5% | +24.2% | +3.1% |
| 30D | -8.4% | -49.0% | +40.6% | +2.2% |
| 3M | -1.5% | -49.8% | +48.3% | +9.5% |
| 6M | -1.4% | -64.8% | +63.4% | +15.3% |
| YTD | +2.4% | -27.6% | +30.0% | +2.0% |
| 1Y | +3.5% | -35.2% | +38.7% | +4.6% |
| 3Y | +125.3% | +137.1% | -11.9% | +75.4% |
| All | +183.5% | +361.4% | -177.9% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling