-2.9%
ADSK vs MAGS
+128.4%
-131.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | -0.1% |
| 7D | -2.5% | +0.6% | -3.2% | -2.8% |
| 30D | -14.9% | +3.2% | -18.1% | -16.1% |
| 3M | +3.3% | +7.7% | -4.3% | -0.6% |
| 6M | -15.7% | +12.5% | -28.1% | -21.0% |
| YTD | -28.2% | +6.0% | -34.2% | -30.6% |
| 1Y | -34.5% | +14.4% | -48.9% | -39.4% |
| 3Y | -2.9% | +127.5% | -130.4% | -41.9% |
| All | -2.9% | +128.4% | -131.3% | -41.9% |
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