+62.9%
MNST vs MAGS
+125.8%
-62.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | +6.6% | -8.4% | +15.0% | +7.3% |
| 3M | -2.9% | -1.5% | -1.4% | -2.9% |
| 6M | +18.4% | -1.4% | +19.8% | +18.4% |
| YTD | +19.3% | +2.4% | +16.9% | +18.5% |
| 1Y | +37.9% | +3.5% | +34.4% | +36.9% |
| 3Y | +62.9% | +125.3% | -62.4% | +49.6% |
| All | +62.9% | +125.8% | -62.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling