-31.9%
MTSI vs MAGS
+0.5%
-32.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +9.5% |
| 7D | -10.0% | -1.4% | -8.6% | -6.8% |
| 30D | -37.2% | -8.4% | -28.8% | -29.4% |
| 3M | -30.1% | -1.5% | -28.5% | -25.4% |
| 6M | -31.9% | -1.4% | -30.5% | -21.5% |
| All | -31.9% | +0.5% | -32.4% | -21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling