-7.9%
MOS vs MAGS
+4.1%
-12.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | +24.8% | -0.3% | +25.1% | +24.7% |
| 30D | +22.7% | -7.1% | +29.8% | +23.7% |
| 3M | -1.2% | -0.7% | -0.5% | -1.3% |
| 6M | +5.5% | -1.5% | +7.1% | +5.5% |
| YTD | -2.0% | +3.9% | -5.9% | -7.5% |
| 1Y | -7.9% | +3.1% | -11.0% | -13.0% |
| All | -7.9% | +4.1% | -12.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling