+180.6%
MPC vs MAGS
+128.5%
+52.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | +31.0% | +1.5% | +29.5% | +30.5% |
| 3M | +46.0% | +0.5% | +45.6% | +45.7% |
| 6M | +77.3% | +11.6% | +65.7% | +71.5% |
| YTD | +141.9% | +5.3% | +136.6% | +138.0% |
| 1Y | +120.9% | +14.9% | +106.0% | +110.9% |
| All | +180.6% | +128.5% | +52.2% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling