+176.8%
MS vs MAGS
+122.1%
+54.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +5.1% | +1.7% | +3.4% | +4.1% |
| 30D | +5.7% | -5.8% | +11.5% | +9.3% |
| 3M | -12.2% | +0.2% | -12.4% | -12.2% |
| 6M | -0.5% | -2.7% | +2.2% | +0.8% |
| YTD | +9.8% | +4.1% | +5.7% | +7.1% |
| 1Y | +17.7% | +7.5% | +10.2% | +12.8% |
| 3Y | +176.8% | +122.0% | +54.8% | +108.7% |
| All | +176.8% | +122.1% | +54.7% | +108.7% |
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