+13.0%
MSCI vs MAGS
+188.2%
-175.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +0.6% | +1.5% | -0.9% | +0.1% |
| 3M | -7.1% | +0.5% | -7.5% | -7.4% |
| 6M | +0.8% | +11.6% | -10.8% | -3.2% |
| YTD | +1.0% | +5.3% | -4.3% | -1.1% |
| 1Y | +4.3% | +14.9% | -10.6% | -1.3% |
| 3Y | +9.9% | +128.9% | -118.9% | -22.4% |
| All | +13.0% | +188.2% | -175.2% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling