+180.6%
MAGS vs MOD
+336.4%
-155.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.4% | -3.6% |
| 7D | -4.1% | -34.2% | +30.1% | +2.4% |
| 30D | -9.5% | -51.9% | +42.3% | +1.9% |
| 3M | -2.3% | -53.0% | +50.7% | +10.0% |
| 6M | -0.4% | -66.4% | +66.0% | +17.4% |
| YTD | +1.3% | -31.5% | +32.9% | +1.9% |
| 1Y | +0.4% | -39.6% | +39.9% | +2.8% |
| 3Y | +125.4% | +116.8% | +8.6% | +78.0% |
| All | +180.6% | +336.4% | -155.8% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling