+37.4%
MP vs MAGS
+185.8%
-148.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +11.0% | +3.0% | +8.0% | +9.0% |
| 30D | -11.7% | -7.3% | -4.4% | -7.3% |
| 3M | -30.8% | +1.7% | -32.5% | -31.3% |
| 6M | -42.9% | -0.4% | -42.5% | -42.7% |
| YTD | -25.9% | +4.4% | -30.3% | -27.8% |
| 1Y | -37.3% | +5.1% | -42.4% | -39.0% |
| 3Y | +150.7% | +122.6% | +28.0% | +58.0% |
| All | +37.4% | +185.8% | -148.3% | -25.8% |
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