+79.1%
MET vs MAGS
+187.1%
-108.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | 0.0% | +1.1% | -1.1% | -0.4% |
| 3M | +13.1% | +7.7% | +5.3% | +9.9% |
| 6M | +39.0% | +11.7% | +27.3% | +32.9% |
| YTD | +25.2% | +4.9% | +20.3% | +22.3% |
| 1Y | +25.6% | +14.3% | +11.3% | +18.7% |
| 3Y | +67.1% | +128.9% | -61.8% | +30.4% |
| All | +79.1% | +187.1% | -108.0% | +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 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