+172.3%
MTZ vs MAGS
+186.6%
-14.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.1% |
| 7D | +3.6% | +1.2% | +2.3% | +2.6% |
| 30D | -9.6% | -0.1% | -9.5% | -9.8% |
| 3M | -31.9% | +3.8% | -35.8% | -34.4% |
| 6M | -13.8% | +13.2% | -27.1% | -22.1% |
| YTD | +13.3% | +4.7% | +8.5% | +8.1% |
| 1Y | +39.3% | +14.4% | +24.9% | +24.9% |
| 3Y | +168.3% | +128.6% | +39.8% | +72.9% |
| All | +172.3% | +186.6% | -14.3% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling