+76.9%
MSI vs MAGS
+122.8%
-45.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.6% | +3.0% | -0.4% | +2.1% |
| 30D | +18.1% | -7.3% | +25.4% | +19.5% |
| 3M | +13.2% | +1.7% | +11.5% | +12.6% |
| 6M | +36.3% | -0.4% | +36.7% | +35.9% |
| YTD | +39.5% | +4.4% | +35.1% | +37.5% |
| 1Y | +36.9% | +5.1% | +31.8% | +34.7% |
| All | +76.9% | +122.8% | -45.9% | +43.3% |
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