+2,683.6%
MUU vs MAGS
+49.7%
+2,633.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +4.7% |
| 7D | +15.0% | +0.8% | +14.2% | +12.3% |
| 30D | +36.8% | +0.4% | +36.4% | +34.1% |
| 3M | -8.5% | +5.6% | -14.1% | -23.5% |
| 6M | +320.7% | +12.3% | +308.4% | +220.8% |
| YTD | +599.7% | +5.1% | +594.6% | +534.7% |
| 1Y | +2,569.2% | +14.0% | +2,555.2% | +2,010.1% |
| All | +2,683.6% | +49.7% | +2,633.9% | +1,245.5% |
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