-47.1%
MOS vs MAGS
+180.2%
-227.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +21.6% | -1.4% | +23.0% | +21.9% |
| 30D | +12.0% | -8.4% | +20.3% | +14.1% |
| 3M | -3.9% | -1.5% | -2.4% | -3.7% |
| 6M | -3.3% | -1.4% | -2.0% | -3.2% |
| YTD | -4.6% | +2.4% | -7.0% | -5.6% |
| 1Y | -7.0% | +3.5% | -10.5% | -8.3% |
| 3Y | -24.4% | +125.3% | -149.7% | -37.0% |
| All | -47.1% | +180.2% | -227.3% | -58.4% |
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