+67.6%
MNST vs MAGS
+188.2%
-120.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -7.2% | +1.5% | -8.7% | -7.4% |
| 3M | -1.0% | +0.5% | -1.5% | -1.1% |
| 6M | +11.5% | +11.6% | -0.1% | +9.7% |
| YTD | +14.3% | +5.3% | +9.0% | +13.2% |
| 1Y | +38.1% | +14.9% | +23.2% | +35.0% |
| 3Y | +55.0% | +128.9% | -73.9% | +27.4% |
| All | +67.6% | +188.2% | -120.5% | +30.8% |
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