+26.9%
MTSI vs MAGS
+4.1%
+22.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.6% |
| 7D | -3.8% | -0.3% | -3.5% | -2.3% |
| 30D | -31.4% | -7.1% | -24.3% | -25.0% |
| 3M | -23.8% | -0.7% | -23.0% | -20.9% |
| 6M | -37.1% | -1.5% | -35.5% | -33.5% |
| YTD | +32.2% | +3.9% | +28.3% | +32.2% |
| 1Y | +26.9% | +3.1% | +23.8% | +29.0% |
| All | +26.9% | +4.1% | +22.9% | +29.0% |
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 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