+719.8%
MU vs MAGS
+15.9%
+703.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +7.7% |
| 7D | +9.0% | +0.5% | +8.4% | +8.1% |
| 30D | +13.8% | +1.5% | +12.3% | +11.4% |
| 3M | +2.1% | +0.5% | +1.6% | +2.7% |
| 6M | +153.8% | +11.6% | +142.2% | +120.4% |
| YTD | +256.4% | +5.3% | +251.1% | +239.1% |
| 1Y | +719.8% | +14.9% | +704.9% | +625.3% |
| All | +719.8% | +15.9% | +703.9% | +625.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling