+55.9%
MAGS vs MSTZ
-99.2%
+155.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | +0.1% |
| 7D | +1.7% | +30.8% | -29.1% | +3.9% |
| 30D | -5.8% | +41.2% | -47.0% | -2.4% |
| 3M | +0.2% | -60.9% | +61.1% | -3.4% |
| 6M | -2.7% | -15.7% | +13.0% | +2.2% |
| YTD | +4.1% | -75.2% | +79.3% | +4.6% |
| 1Y | +7.5% | -59.8% | +67.3% | +13.5% |
| All | +55.9% | -99.2% | +155.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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