+117.2%
MPC vs MAGS
+5.9%
+111.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.2% | -10.4% | -7.4% |
| 7D | -10.9% | -1.4% | -9.5% | -11.1% |
| 30D | -9.4% | -4.4% | -5.0% | -10.3% |
| 3M | +26.0% | +1.9% | +24.0% | +27.1% |
| 6M | +56.5% | +4.9% | +51.6% | +59.1% |
| YTD | +144.3% | +6.5% | +137.7% | +153.7% |
| 1Y | +117.2% | +6.3% | +110.9% | +126.7% |
| All | +117.2% | +5.9% | +111.4% | +126.7% |
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