+162.3%
MTZ vs MAGS
+188.2%
-25.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.1% |
| 7D | -1.6% | +0.5% | -2.1% | -2.0% |
| 30D | -11.1% | +1.5% | -12.6% | -12.1% |
| 3M | -36.7% | +0.5% | -37.2% | -37.5% |
| 6M | -21.9% | +11.6% | -33.5% | -28.6% |
| YTD | +9.1% | +5.3% | +3.8% | +3.8% |
| 1Y | +30.0% | +14.9% | +15.1% | +16.2% |
| 3Y | +138.5% | +128.9% | +9.6% | +53.2% |
| All | +162.3% | +188.2% | -25.8% | +56.8% |
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