+32.7%
MET vs MAGS
+5.6%
+27.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | +3.5% | -5.8% | +9.3% | +5.1% |
| 3M | +5.9% | +0.2% | +5.7% | +5.7% |
| 6M | +33.1% | -2.7% | +35.7% | +34.8% |
| YTD | +33.6% | +4.1% | +29.5% | +26.1% |
| 1Y | +32.7% | +7.5% | +25.2% | +24.9% |
| All | +32.7% | +5.6% | +27.1% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling