+145.7%
MP vs MAGS
+122.9%
+22.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | +2.3% | -2.0% | +4.3% | +3.8% |
| 30D | -15.3% | -6.9% | -8.4% | -11.2% |
| 3M | -33.5% | +0.7% | -34.2% | -33.6% |
| 6M | -45.5% | -0.8% | -44.7% | -45.2% |
| YTD | -27.3% | +4.4% | -31.7% | -29.3% |
| 1Y | -40.7% | +3.9% | -44.6% | -42.1% |
| All | +145.7% | +122.9% | +22.8% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling