+110.0%
AAPL vs MAGS
+190.0%
-80.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | +3.8% | +0.6% | +3.2% | +3.4% |
| 30D | +9.9% | +3.2% | +6.7% | +7.9% |
| 3M | +12.5% | +7.7% | +4.8% | +7.0% |
| 6M | +27.6% | +12.5% | +15.2% | +17.8% |
| YTD | +22.6% | +6.0% | +16.6% | +17.4% |
| 1Y | +45.0% | +14.4% | +30.6% | +31.7% |
| 3Y | +87.8% | +127.5% | -39.8% | +10.3% |
| All | +110.0% | +190.0% | -80.0% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling