+193.4%
MAGS vs MOH
-29.7%
+223.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +1.0% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | +3.2% | -0.9% | +4.1% | +3.2% |
| 3M | +7.7% | +5.7% | +2.0% | +7.8% |
| 6M | +12.5% | +39.1% | -26.7% | +12.7% |
| YTD | +6.0% | +17.7% | -11.7% | +6.2% |
| 1Y | +14.4% | +8.4% | +6.0% | +14.7% |
| 3Y | +127.5% | -36.6% | +164.1% | +126.7% |
| All | +193.4% | -29.7% | +223.1% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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