+206.1%
MXL vs MAGS
+126.1%
+80.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | +16.6% | -1.8% | +18.4% | +19.2% |
| 30D | +0.5% | +1.1% | -0.6% | -1.3% |
| 3M | -3.6% | +7.7% | -11.4% | -13.0% |
| 6M | +328.0% | +11.7% | +316.3% | +273.5% |
| YTD | +297.8% | +4.9% | +292.9% | +274.5% |
| 1Y | +339.4% | +14.3% | +325.1% | +272.9% |
| All | +206.1% | +126.1% | +80.1% | +20.0% |
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 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