+1,520.1%
MU vs MAGS
+188.2%
+1,331.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +7.6% |
| 7D | +9.0% | +0.5% | +8.4% | +8.2% |
| 30D | +13.8% | +1.5% | +12.3% | +11.6% |
| 3M | +2.1% | +0.5% | +1.6% | +0.8% |
| 6M | +153.8% | +11.6% | +142.2% | +124.6% |
| YTD | +256.4% | +5.3% | +251.1% | +235.8% |
| 1Y | +719.8% | +14.9% | +704.9% | +611.3% |
| 3Y | +1,360.4% | +128.9% | +1,231.5% | +615.9% |
| All | +1,520.1% | +188.2% | +1,331.9% | +568.8% |
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