-10.4%
MDB vs MAGS
+126.1%
-136.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +2.4% |
| 7D | -0.9% | +1.3% | -2.2% | -2.1% |
| 30D | -15.2% | -6.3% | -8.8% | -9.0% |
| 3M | -17.9% | -0.1% | -17.8% | -16.8% |
| 6M | +9.3% | -0.8% | +10.1% | +11.2% |
| YTD | -22.0% | +4.7% | -26.7% | -24.3% |
| 1Y | -9.3% | +6.8% | -16.1% | -13.5% |
| 3Y | -10.4% | +128.9% | -139.3% | -64.4% |
| All | -10.4% | +126.1% | -136.5% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling