+72.7%
MSFU vs MAGS
+184.9%
-112.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -2.8% | +1.7% | -4.4% | -4.7% |
| 30D | -5.3% | -5.8% | +0.5% | +2.4% |
| 3M | +7.2% | +0.2% | +7.0% | +8.0% |
| 6M | +51.0% | -2.7% | +53.6% | +58.7% |
| YTD | -1.2% | +4.1% | -5.3% | -3.2% |
| 1Y | -10.3% | +7.5% | -17.8% | -15.4% |
| 3Y | +22.2% | +122.0% | -99.8% | -48.6% |
| All | +72.7% | +184.9% | -112.2% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling