+157.6%
MPWR vs MAGS
+186.6%
-29.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -0.6% | +1.2% | -1.8% | -2.2% |
| 30D | -13.1% | -0.1% | -13.0% | -13.3% |
| 3M | -21.7% | +3.8% | -25.5% | -25.9% |
| 6M | +19.5% | +13.2% | +6.3% | +1.7% |
| YTD | +34.9% | +4.7% | +30.2% | +26.1% |
| 1Y | +42.0% | +14.4% | +27.6% | +19.1% |
| 3Y | +148.8% | +128.6% | +20.3% | -0.6% |
| All | +157.6% | +186.6% | -29.0% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling