+65.0%
MET vs MAGS
+126.5%
-61.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -1.4% | +0.4% | -1.8% | -1.5% |
| 3M | +12.5% | +5.6% | +6.9% | +10.0% |
| 6M | +37.1% | +12.3% | +24.8% | +30.5% |
| YTD | +23.8% | +5.1% | +18.7% | +20.7% |
| 1Y | +24.1% | +14.0% | +10.2% | +17.1% |
| All | +65.0% | +126.5% | -61.6% | +29.4% |
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