+25.6%
MET vs MAGS
+13.0%
+12.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | 0.0% | +1.1% | -1.1% | -0.3% |
| 3M | +13.1% | +7.7% | +5.3% | +10.5% |
| 6M | +39.0% | +11.7% | +27.3% | +31.8% |
| YTD | +25.2% | +4.9% | +20.3% | +20.1% |
| 1Y | +25.6% | +14.3% | +11.3% | +17.9% |
| All | +25.6% | +13.0% | +12.6% | +17.9% |
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