-31.9%
ADSK vs MAGS
+15.9%
-47.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.4% | -6.9% | -7.8% |
| 7D | -16.4% | +0.5% | -16.9% | -16.5% |
| 30D | -9.2% | +1.5% | -10.7% | -9.6% |
| 3M | -6.7% | +0.5% | -7.2% | -6.5% |
| 6M | -15.5% | +11.6% | -27.1% | -19.1% |
| YTD | -26.4% | +5.3% | -31.7% | -27.5% |
| 1Y | -31.9% | +14.9% | -46.8% | -33.8% |
| All | -31.9% | +15.9% | -47.8% | -33.8% |
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