+191.0%
MAGS vs MTCH
+19.3%
+171.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +0.8% | -2.4% | +3.2% | +1.3% |
| 30D | +0.4% | +12.8% | -12.4% | -2.1% |
| 3M | +5.6% | +20.0% | -14.4% | +1.6% |
| 6M | +12.3% | +34.7% | -22.4% | +5.5% |
| YTD | +5.1% | +30.6% | -25.5% | -0.9% |
| 1Y | +14.0% | +10.9% | +3.0% | +10.6% |
| 3Y | +129.4% | -2.0% | +131.4% | +120.8% |
| All | +191.0% | +19.3% | +171.7% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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