-39.3%
MOS vs MAGS
+188.2%
-227.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +9.5% | +0.5% | +9.0% | +9.4% |
| 30D | +10.4% | +1.5% | +8.9% | +10.0% |
| 3M | +12.9% | +0.5% | +12.4% | +12.6% |
| 6M | +1.2% | +11.6% | -10.3% | -1.5% |
| YTD | +9.3% | +5.3% | +4.0% | +7.6% |
| 1Y | -18.0% | +14.9% | -32.9% | -20.9% |
| 3Y | -29.0% | +128.9% | -157.9% | -41.1% |
| All | -39.3% | +188.2% | -227.5% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling