+26.4%
MTSI vs MAGS
+1.4%
+25.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +9.7% |
| 7D | -10.0% | -1.4% | -8.6% | -7.4% |
| 30D | -37.2% | -8.4% | -28.8% | -30.3% |
| 3M | -30.1% | -1.5% | -28.5% | -26.7% |
| 6M | -31.9% | -1.4% | -30.5% | -27.9% |
| YTD | +23.2% | +2.4% | +20.8% | +25.2% |
| 1Y | +26.4% | +3.5% | +22.9% | +26.6% |
| All | +26.4% | +1.4% | +25.0% | +26.6% |
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