-11.1%
MOS vs MAGS
+5.6%
-16.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.0% | +1.7% | -3.6% | -2.2% |
| 30D | +15.3% | -5.8% | +21.1% | +16.1% |
| 3M | +1.5% | +0.2% | +1.2% | +1.3% |
| 6M | -2.0% | -2.7% | +0.7% | -2.0% |
| YTD | -6.5% | +4.1% | -10.6% | -12.4% |
| 1Y | -11.1% | +7.5% | -18.6% | -15.2% |
| All | -11.1% | +5.6% | -16.6% | -15.2% |
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 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