+190.4%
MAGS vs MOH
-31.1%
+221.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | +1.1% | +3.0% | -1.9% | +1.1% |
| 3M | +7.7% | +1.2% | +6.5% | +7.8% |
| 6M | +11.7% | +41.7% | -30.0% | +11.9% |
| YTD | +4.9% | +15.4% | -10.5% | +5.1% |
| 1Y | +14.3% | +11.8% | +2.5% | +14.6% |
| 3Y | +128.9% | -37.5% | +166.4% | +128.0% |
| All | +190.4% | -31.1% | +221.5% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling