+202.7%
MPC vs MAGS
+180.2%
+22.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -16.2% | -1.4% | -14.8% | -16.0% |
| 30D | -15.7% | -8.4% | -7.4% | -14.5% |
| 3M | +24.9% | -1.5% | +26.4% | +25.0% |
| 6M | +52.7% | -1.4% | +54.0% | +52.4% |
| YTD | +131.9% | +2.4% | +129.5% | +129.2% |
| 1Y | +96.6% | +3.5% | +93.1% | +93.6% |
| 3Y | +163.8% | +125.3% | +38.5% | +125.7% |
| All | +202.7% | +180.2% | +22.5% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling