+35.9%
MAGS vs MULL
+2,620.5%
-2,584.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -0.1% |
| 7D | +0.8% | +14.8% | -14.0% | -0.4% |
| 30D | +0.4% | +36.6% | -36.2% | -2.6% |
| 3M | +5.6% | -8.9% | +14.5% | +1.6% |
| 6M | +12.3% | +311.9% | -299.6% | -14.0% |
| YTD | +5.1% | +579.8% | -574.7% | -26.8% |
| 1Y | +14.0% | +2,421.5% | -2,407.6% | -37.9% |
| All | +35.9% | +2,620.5% | -2,584.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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