+227.5%
AMAT vs MAGS
+186.7%
+40.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.3% | +9.1% | +9.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.7% |
| 30D | -26.9% | -6.3% | -20.6% | -21.7% |
| 3M | -31.2% | -0.1% | -31.1% | -30.9% |
| 6M | -14.7% | -0.8% | -13.9% | -14.0% |
| YTD | +44.7% | +4.7% | +40.0% | +38.7% |
| 1Y | +62.0% | +6.8% | +55.2% | +52.7% |
| 3Y | +165.0% | +128.9% | +36.0% | +27.8% |
| All | +227.5% | +186.7% | +40.8% | +40.5% |
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