+123.2%
MPC vs MAGS
+13.9%
+109.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.2% |
| 7D | +3.9% | +1.2% | +2.6% | +4.1% |
| 30D | +33.8% | -0.1% | +33.9% | +33.8% |
| 3M | +49.9% | +3.8% | +46.0% | +50.8% |
| 6M | +80.9% | +13.2% | +67.7% | +84.3% |
| YTD | +147.4% | +4.7% | +142.7% | +154.3% |
| 1Y | +123.2% | +14.4% | +108.8% | +133.7% |
| All | +123.2% | +13.9% | +109.3% | +133.7% |
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