+106.4%
AAPL vs MAGS
+187.1%
-80.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -0.5% | -1.8% | +1.3% | +0.6% |
| 30D | +7.1% | +1.1% | +6.0% | +6.4% |
| 3M | +12.1% | +7.7% | +4.4% | +6.6% |
| 6M | +25.4% | +11.7% | +13.7% | +16.2% |
| YTD | +20.5% | +4.9% | +15.6% | +16.1% |
| 1Y | +44.5% | +14.3% | +30.2% | +31.2% |
| 3Y | +85.8% | +128.9% | -43.2% | +8.6% |
| All | +106.4% | +187.1% | -80.7% | +3.3% |
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