+297.0%
MXL vs MAGS
+5.9%
+291.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.2% | -13.4% | -14.7% |
| 7D | -24.3% | -1.4% | -23.0% | -22.7% |
| 30D | -46.1% | -4.4% | -41.7% | -41.3% |
| 3M | -21.8% | +1.9% | -23.7% | -21.9% |
| 6M | -27.2% | +4.9% | -32.2% | -29.8% |
| YTD | +226.2% | +6.5% | +219.6% | +208.6% |
| 1Y | +297.0% | +6.3% | +290.7% | +279.2% |
| All | +297.0% | +5.9% | +291.1% | +279.2% |
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