+180.5%
MSTR vs MAGS
+125.8%
+54.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.7% |
| 7D | -1.2% | -1.4% | +0.2% | +1.1% |
| 30D | -15.9% | -8.4% | -7.6% | -4.2% |
| 3M | +33.1% | -1.5% | +34.7% | +38.4% |
| 6M | -31.0% | -1.4% | -29.6% | -28.1% |
| YTD | -15.1% | +2.4% | -17.5% | -14.8% |
| 1Y | -45.6% | +3.5% | -49.2% | -46.4% |
| 3Y | +180.5% | +125.3% | +55.2% | +64.9% |
| All | +180.5% | +125.8% | +54.7% | +64.9% |
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