+26.4%
MSCI vs MAGS
+180.2%
-153.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | +15.4% | -8.4% | +23.8% | +18.6% |
| 3M | +13.4% | -1.5% | +14.9% | +13.8% |
| 6M | +10.9% | -1.4% | +12.3% | +10.9% |
| YTD | +13.0% | +2.4% | +10.6% | +11.5% |
| 1Y | +12.0% | +3.5% | +8.5% | +10.0% |
| 3Y | +34.1% | +125.3% | -91.2% | -5.4% |
| All | +26.4% | +180.2% | -153.8% | -27.0% |
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