+157.0%
MKSI vs MAGS
+15.9%
+141.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.8% |
| 7D | +1.8% | +0.5% | +1.2% | +1.0% |
| 30D | -16.8% | +1.5% | -18.3% | -18.5% |
| 3M | -21.1% | +0.5% | -21.6% | -21.5% |
| 6M | +10.8% | +11.6% | -0.7% | -3.7% |
| YTD | +63.3% | +5.3% | +58.1% | +52.0% |
| 1Y | +157.0% | +14.9% | +142.1% | +127.0% |
| All | +157.0% | +15.9% | +141.1% | +127.0% |
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