+265.1%
MU vs MAGS
+5.9%
+259.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.2% | -9.2% | -9.5% |
| 7D | -19.1% | -1.4% | -17.7% | -17.8% |
| 30D | -25.2% | -4.4% | -20.9% | -21.2% |
| 3M | -10.9% | +1.9% | -12.8% | -12.9% |
| 6M | +38.0% | +4.9% | +33.1% | +31.7% |
| YTD | +178.8% | +6.5% | +172.3% | +168.5% |
| 1Y | +265.1% | +6.3% | +258.8% | +254.0% |
| All | +265.1% | +5.9% | +259.3% | +254.0% |
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