+15.6%
MARA vs MAGS
+186.6%
-171.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.3% |
| 7D | +15.6% | +1.2% | +14.4% | +14.0% |
| 30D | +17.2% | -0.1% | +17.3% | +17.4% |
| 3M | -14.2% | +3.8% | -18.0% | -18.7% |
| 6M | +47.7% | +13.2% | +34.4% | +24.2% |
| YTD | +31.7% | +4.7% | +27.0% | +24.4% |
| 1Y | -22.2% | +14.4% | -36.6% | -33.9% |
| 3Y | +8.4% | +128.6% | -120.1% | -60.4% |
| All | +15.6% | +186.6% | -171.0% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling