+121.3%
MXL vs MAGS
+190.0%
-68.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +6.3% |
| 7D | +18.9% | +0.6% | +18.2% | +18.0% |
| 30D | +0.3% | +3.2% | -2.9% | -3.5% |
| 3M | -8.0% | +7.7% | -15.7% | -16.2% |
| 6M | +341.2% | +12.5% | +328.8% | +287.2% |
| YTD | +327.8% | +6.0% | +321.9% | +300.8% |
| 1Y | +364.9% | +14.4% | +350.5% | +301.5% |
| 3Y | +229.2% | +127.5% | +101.7% | +64.7% |
| All | +121.3% | +190.0% | -68.8% | +33.0% |
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 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