+30.6%
MGY vs MAGS
+187.7%
-157.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +6.8% | +0.4% | +6.4% | +6.7% |
| 3M | +2.6% | +5.6% | -3.0% | +0.9% |
| 6M | -3.1% | +12.3% | -15.4% | -7.0% |
| YTD | +29.4% | +5.1% | +24.3% | +27.0% |
| 1Y | +22.3% | +14.0% | +8.3% | +16.1% |
| 3Y | +26.6% | +129.4% | -102.8% | +4.4% |
| All | +30.6% | +187.7% | -157.1% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling