+190.9%
META vs MAGS
+188.2%
+2.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +2.5% |
| 7D | +6.7% | +0.5% | +6.2% | +6.1% |
| 30D | +4.8% | +1.5% | +3.3% | +3.2% |
| 3M | -1.6% | +0.5% | -2.1% | -1.8% |
| 6M | -7.5% | +11.6% | -19.1% | -16.8% |
| YTD | -6.4% | +5.3% | -11.7% | -10.7% |
| 1Y | -17.3% | +14.9% | -32.2% | -27.8% |
| 3Y | +109.9% | +128.9% | -19.0% | -19.0% |
| All | +190.9% | +188.2% | +2.8% | -23.8% |
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 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