+127.5%
MAGS vs MOH
-36.3%
+163.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +1.0% |
| 7D | +0.6% | +1.7% | -1.1% | +0.7% |
| 30D | +3.2% | -0.9% | +4.1% | +3.2% |
| 3M | +7.7% | +5.7% | +2.0% | +7.9% |
| 6M | +12.5% | +39.1% | -26.7% | +13.1% |
| YTD | +6.0% | +17.7% | -11.7% | +6.5% |
| 1Y | +14.4% | +8.4% | +6.0% | +15.0% |
| 3Y | +127.5% | -36.6% | +164.1% | +118.0% |
| All | +127.5% | -36.3% | +163.8% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling