+258.1%
MTZ vs MAGS
+125.8%
+132.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +8.8% |
| 7D | -6.4% | -1.4% | -5.0% | -5.7% |
| 30D | -22.1% | -8.4% | -13.7% | -17.1% |
| 3M | -32.7% | -1.5% | -31.2% | -32.3% |
| 6M | -59.8% | -1.4% | -58.5% | -60.0% |
| YTD | -19.9% | +2.4% | -22.3% | -22.9% |
| 1Y | -11.5% | +3.5% | -15.0% | -15.5% |
| 3Y | +258.1% | +125.3% | +132.8% | +99.6% |
| All | +258.1% | +125.8% | +132.3% | +99.6% |
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