+152.1%
MPWR vs MAGS
+180.2%
-28.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.0% |
| 7D | -1.7% | -1.4% | -0.4% | +0.1% |
| 30D | -16.5% | -8.4% | -8.2% | -6.9% |
| 3M | -12.3% | -1.5% | -10.7% | -10.4% |
| 6M | -27.7% | -1.4% | -26.4% | -26.5% |
| YTD | +32.0% | +2.4% | +29.6% | +27.6% |
| 1Y | +25.1% | +3.5% | +21.6% | +19.4% |
| 3Y | +146.5% | +125.3% | +21.2% | +0.6% |
| All | +152.1% | +180.2% | -28.2% | -5.5% |
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