+213.7%
MTSI vs MAGS
+122.8%
+91.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +29.1% | +3.0% | +26.1% | +25.6% |
| 30D | -20.4% | -7.3% | -13.1% | -12.7% |
| 3M | -20.9% | +1.7% | -22.6% | -20.7% |
| 6M | -32.3% | -0.4% | -31.9% | -30.8% |
| YTD | +43.5% | +4.4% | +39.1% | +39.5% |
| 1Y | +43.8% | +5.1% | +38.7% | +39.2% |
| All | +213.7% | +122.8% | +91.0% | +68.2% |
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