-13.1%
MP vs MAGS
+14.5%
-27.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.6% |
| 7D | -2.9% | +0.5% | -3.4% | -3.4% |
| 30D | +13.8% | +1.5% | +12.3% | +12.3% |
| 3M | -16.7% | +0.5% | -17.2% | -16.8% |
| 6M | -11.5% | +11.6% | -23.1% | -20.8% |
| YTD | +7.9% | +5.3% | +2.7% | -0.1% |
| All | -13.1% | +14.5% | -27.6% | -21.7% |
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