-2.7%
MSI vs MAGS
+14.5%
-17.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -4.0% | +0.8% | -4.8% | -4.0% |
| 30D | -0.5% | +0.4% | -0.9% | -0.5% |
| 3M | +11.4% | +5.6% | +5.8% | +11.1% |
| 6M | +1.0% | +12.3% | -11.3% | -0.3% |
| YTD | +20.7% | +5.1% | +15.6% | +18.9% |
| 1Y | -2.7% | +14.0% | -16.7% | -4.5% |
| All | -2.7% | +14.5% | -17.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling