+180.2%
MPWR vs MAGS
+122.1%
+58.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.6% |
| 7D | +16.8% | +1.7% | +15.1% | +14.9% |
| 30D | +11.9% | -5.8% | +17.6% | +21.3% |
| 3M | +2.2% | +0.2% | +2.0% | +2.7% |
| 6M | -15.5% | -2.7% | -12.8% | -12.3% |
| YTD | +54.2% | +4.1% | +50.1% | +46.5% |
| 1Y | +51.5% | +7.5% | +43.9% | +38.2% |
| 3Y | +180.2% | +122.0% | +58.2% | +16.4% |
| All | +180.2% | +122.1% | +58.1% | +16.4% |
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