-31.7%
MARA vs MAGS
+184.9%
-216.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.5% |
| 7D | +10.1% | +1.7% | +8.4% | +7.6% |
| 30D | -15.1% | -5.8% | -9.3% | -7.1% |
| 3M | -24.1% | +0.2% | -24.4% | -23.5% |
| 6M | -45.2% | -2.7% | -42.5% | -42.5% |
| YTD | -22.2% | +4.1% | -26.3% | -25.1% |
| 1Y | -45.3% | +7.5% | -52.8% | -49.6% |
| 3Y | -23.9% | +122.0% | -145.9% | -70.7% |
| All | -31.7% | +184.9% | -216.6% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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