+216.7%
MPC vs MAGS
+186.7%
+29.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.2% |
| 7D | -9.4% | +1.3% | -10.7% | -9.6% |
| 30D | -14.3% | -6.3% | -8.0% | -13.4% |
| 3M | +31.1% | -0.1% | +31.2% | +30.9% |
| 6M | +60.3% | -0.8% | +61.0% | +59.9% |
| YTD | +142.5% | +4.7% | +137.8% | +138.8% |
| 1Y | +104.6% | +6.8% | +97.8% | +100.2% |
| 3Y | +191.7% | +128.9% | +62.8% | +148.5% |
| All | +216.7% | +186.7% | +29.9% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling