+314.9%
MTSI vs MAGS
+188.2%
+126.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.7% |
| 7D | +1.4% | +0.5% | +0.9% | +0.8% |
| 30D | +2.1% | +1.5% | +0.6% | +0.5% |
| 3M | -29.7% | +0.5% | -30.2% | -30.2% |
| 6M | +12.5% | +11.6% | +0.9% | +1.5% |
| YTD | +57.0% | +5.3% | +51.7% | +48.7% |
| 1Y | +103.9% | +14.9% | +89.0% | +78.6% |
| 3Y | +223.6% | +128.9% | +94.7% | +70.6% |
| All | +314.9% | +188.2% | +126.7% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling