+68.3%
MDB vs MAGS
+186.6%
-118.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -2.9% |
| 7D | -18.0% | +1.2% | -19.2% | -19.0% |
| 30D | -10.7% | -0.1% | -10.6% | -10.5% |
| 3M | +1.0% | +3.8% | -2.8% | -2.4% |
| 6M | +31.6% | +13.2% | +18.4% | +16.4% |
| YTD | -15.2% | +4.7% | -19.9% | -18.7% |
| 1Y | +10.1% | +14.4% | -4.3% | -3.2% |
| 3Y | -5.6% | +128.6% | -134.2% | -62.3% |
| All | +68.3% | +186.6% | -118.3% | -43.9% |
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