+69.6%
MSI vs MAGS
+187.1%
-117.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | -0.6% | +1.1% | -1.7% | -0.9% |
| 3M | +13.0% | +7.7% | +5.3% | +11.3% |
| 6M | +0.5% | +11.7% | -11.2% | -2.1% |
| YTD | +21.7% | +4.9% | +16.8% | +20.1% |
| 1Y | -2.6% | +14.3% | -17.0% | -6.0% |
| 3Y | +69.7% | +128.9% | -59.3% | +35.7% |
| All | +69.6% | +187.1% | -117.5% | +27.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling