+68.1%
MSI vs MAGS
+187.7%
-119.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -4.0% | +0.8% | -4.8% | -4.1% |
| 30D | -0.5% | +0.4% | -0.9% | -0.6% |
| 3M | +11.4% | +5.6% | +5.8% | +10.1% |
| 6M | +1.0% | +12.3% | -11.3% | -1.7% |
| YTD | +20.7% | +5.1% | +15.6% | +19.0% |
| 1Y | -2.7% | +14.0% | -16.7% | -6.0% |
| 3Y | +68.2% | +129.4% | -61.2% | +34.5% |
| All | +68.1% | +187.7% | -119.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling