+0.4%
MCHP vs MAGS
+190.0%
-189.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +2.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.5% |
| 30D | -6.0% | +3.2% | -9.3% | -8.8% |
| 3M | -19.7% | +7.7% | -27.4% | -25.0% |
| 6M | +14.0% | +12.5% | +1.6% | +2.2% |
| YTD | +18.4% | +6.0% | +12.5% | +11.7% |
| 1Y | +17.1% | +14.4% | +2.7% | +2.6% |
| 3Y | +0.7% | +127.5% | -126.8% | -47.9% |
| All | +0.4% | +190.0% | -189.7% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling