+223.7%
MKSI vs MAGS
+190.0%
+33.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +0.9% |
| 7D | +2.7% | +0.6% | +2.0% | +1.9% |
| 30D | -12.8% | +3.2% | -16.0% | -16.4% |
| 3M | -22.5% | +7.7% | -30.2% | -29.6% |
| 6M | +19.4% | +12.5% | +6.9% | +2.9% |
| YTD | +67.7% | +6.0% | +61.8% | +55.3% |
| 1Y | +131.4% | +14.4% | +117.0% | +95.9% |
| 3Y | +197.3% | +127.5% | +69.8% | +28.0% |
| All | +223.7% | +190.0% | +33.7% | +14.2% |
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