+117.8%
MTUM vs MAGS
+187.1%
-69.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.2% | -1.8% | +3.0% | +2.3% |
| 30D | -1.7% | +1.1% | -2.8% | -2.4% |
| 3M | -0.5% | +7.7% | -8.2% | -5.2% |
| 6M | +22.3% | +11.7% | +10.6% | +14.0% |
| YTD | +21.4% | +4.9% | +16.5% | +17.3% |
| 1Y | +20.0% | +14.3% | +5.7% | +10.2% |
| 3Y | +113.0% | +128.9% | -16.0% | +32.7% |
| All | +117.8% | +187.1% | -69.3% | +29.2% |
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 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