+272.3%
MTZ vs MAGS
+122.1%
+150.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | +5.0% | +1.7% | +3.3% | +3.9% |
| 30D | -6.0% | -5.8% | -0.2% | -1.9% |
| 3M | -36.1% | +0.2% | -36.4% | -36.5% |
| 6M | -56.9% | -2.7% | -54.2% | -56.4% |
| YTD | -15.9% | +4.1% | -20.0% | -19.9% |
| 1Y | -3.8% | +7.5% | -11.4% | -10.7% |
| 3Y | +272.3% | +122.0% | +150.2% | +118.2% |
| All | +272.3% | +122.1% | +150.1% | +118.2% |
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