+189.1%
MAGS vs MOD
+406.7%
-217.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +3.0% | +16.1% | -13.1% | +0.3% |
| 30D | -7.3% | -38.5% | +31.2% | 0.0% |
| 3M | +1.7% | -46.8% | +48.5% | +12.0% |
| 6M | -0.4% | -61.6% | +61.2% | +14.7% |
| YTD | +4.4% | -20.5% | +24.9% | +2.2% |
| 1Y | +5.1% | -28.0% | +33.1% | +4.3% |
| 3Y | +122.6% | +134.9% | -12.3% | +72.6% |
| All | +189.1% | +406.7% | -217.6% | +112.2% |
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