+37.1%
MAGS vs MULL
+2,337.2%
-2,300.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +0.6% | -8.4% | +9.1% | +1.3% |
| 30D | +3.2% | +9.7% | -6.5% | +2.0% |
| 3M | +7.7% | -26.8% | +34.4% | +6.0% |
| 6M | +12.5% | +220.7% | -208.2% | -11.5% |
| YTD | +6.0% | +509.0% | -503.1% | -25.6% |
| 1Y | +14.4% | +1,739.5% | -1,725.1% | -34.8% |
| All | +37.1% | +2,337.2% | -2,300.1% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling