+101.9%
MPC vs MAGS
+4.9%
+97.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +5.1% |
| 7D | -9.4% | +1.3% | -10.7% | -9.0% |
| 30D | -14.3% | -6.3% | -8.0% | -15.7% |
| 3M | +31.1% | -0.1% | +31.2% | +31.6% |
| 6M | +60.3% | -0.8% | +61.0% | +60.1% |
| YTD | +142.5% | +4.7% | +137.8% | +150.8% |
| All | +101.9% | +4.9% | +97.0% | +110.5% |
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 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