+35.7%
MSFU vs MAGS
+126.1%
-90.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.1% | +2.5% |
| 7D | +14.6% | +1.3% | +13.3% | +13.3% |
| 30D | +2.1% | -6.3% | +8.5% | +11.4% |
| 3M | +14.7% | -0.1% | +14.7% | +15.9% |
| 6M | +55.7% | -0.8% | +56.4% | +59.7% |
| YTD | +7.1% | +4.7% | +2.4% | +4.0% |
| 1Y | -0.5% | +6.8% | -7.3% | -5.6% |
| 3Y | +35.7% | +128.9% | -93.2% | -43.1% |
| All | +35.7% | +126.1% | -90.3% | -43.1% |
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