+66.9%
AMAT vs MAGS
+5.6%
+61.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.4% |
| 7D | +11.4% | +1.7% | +9.7% | +9.7% |
| 30D | -17.0% | -5.8% | -11.3% | -11.6% |
| 3M | -30.6% | +0.2% | -30.9% | -30.1% |
| 6M | -14.9% | -2.7% | -12.3% | -10.9% |
| YTD | +44.7% | +4.1% | +40.6% | +43.1% |
| 1Y | +66.9% | +7.5% | +59.4% | +56.6% |
| All | +66.9% | +5.6% | +61.3% | +56.6% |
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