+2.6%
META vs MAGS
+3.8%
-1.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.0% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | -10.8% | -7.1% | -3.7% | -2.3% |
| 3M | +7.9% | -0.7% | +8.6% | +9.2% |
| 6M | +5.4% | -1.5% | +6.9% | +8.4% |
| YTD | -2.6% | +3.9% | -6.5% | -9.0% |
| All | +2.6% | +3.8% | -1.2% | -3.8% |
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