-46.1%
MOS vs MAGS
+186.7%
-232.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.3% |
| 7D | +19.7% | +1.3% | +18.3% | +19.3% |
| 30D | +21.5% | -6.3% | +27.8% | +23.2% |
| 3M | -0.4% | -0.1% | -0.3% | -0.6% |
| 6M | +4.5% | -0.8% | +5.3% | +4.5% |
| YTD | -2.9% | +4.7% | -7.6% | -4.4% |
| 1Y | -7.7% | +6.8% | -14.5% | -9.7% |
| 3Y | -25.6% | +128.9% | -154.6% | -38.3% |
| All | -46.1% | +186.7% | -232.8% | -57.9% |
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