+74.6%
MNST vs MAGS
+186.7%
-112.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -5.0% | +1.3% | -6.3% | -5.1% |
| 30D | +4.6% | -6.3% | +10.9% | +5.3% |
| 3M | +1.0% | -0.1% | +1.1% | +0.9% |
| 6M | +5.8% | -0.8% | +6.5% | +5.7% |
| YTD | +19.1% | +4.7% | +14.3% | +17.9% |
| 1Y | +30.9% | +6.8% | +24.1% | +29.2% |
| 3Y | +65.7% | +128.9% | -63.2% | +36.2% |
| All | +74.6% | +186.7% | -112.1% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling