+2,423.9%
MUU vs MAGS
+49.4%
+2,374.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.1% | -8.9% |
| 7D | +3.6% | -1.8% | +5.3% | +7.6% |
| 30D | +22.3% | +1.1% | +21.2% | +18.1% |
| 3M | -8.2% | +7.7% | -15.9% | -27.4% |
| 6M | +256.3% | +11.7% | +244.6% | +175.2% |
| YTD | +534.4% | +4.9% | +529.5% | +478.4% |
| 1Y | +2,163.5% | +14.3% | +2,149.1% | +1,677.8% |
| All | +2,423.9% | +49.4% | +2,374.5% | +1,126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling