+120.9%
MPC vs MAGS
+15.9%
+105.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.1% |
| 7D | +5.4% | +0.5% | +4.9% | +5.5% |
| 30D | +31.0% | +1.5% | +29.5% | +31.3% |
| 3M | +46.0% | +0.5% | +45.6% | +46.3% |
| 6M | +77.3% | +11.6% | +65.7% | +81.4% |
| YTD | +141.9% | +5.3% | +136.6% | +148.8% |
| 1Y | +120.9% | +14.9% | +106.0% | +132.4% |
| All | +120.9% | +15.9% | +105.0% | +132.4% |
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 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