+225.5%
MTSI vs MAGS
+180.2%
+45.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +9.9% |
| 7D | -10.0% | -1.4% | -8.6% | -7.9% |
| 30D | -37.2% | -8.4% | -28.8% | -30.8% |
| 3M | -30.1% | -1.5% | -28.5% | -27.8% |
| 6M | -31.9% | -1.4% | -30.5% | -29.8% |
| YTD | +23.2% | +2.4% | +20.8% | +22.0% |
| 1Y | +26.4% | +3.5% | +22.9% | +24.3% |
| 3Y | +186.2% | +125.3% | +60.9% | +56.8% |
| All | +225.5% | +180.2% | +45.2% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling