+56.8%
MSFU vs MAGS
+187.7%
-130.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.3% |
| 7D | -2.3% | +0.8% | -3.2% | -3.2% |
| 30D | -6.3% | +0.4% | -6.7% | -6.5% |
| 3M | +40.0% | +5.6% | +34.4% | +32.6% |
| 6M | +30.1% | +12.3% | +17.8% | +15.1% |
| YTD | -10.3% | +5.1% | -15.4% | -13.8% |
| 1Y | -19.0% | +14.0% | -33.0% | -29.2% |
| 3Y | +25.8% | +129.4% | -103.6% | -49.3% |
| All | +56.8% | +187.7% | -130.8% | -52.8% |
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