+249.2%
AMAT vs MAGS
+185.9%
+63.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.6% |
| 7D | +7.0% | -2.0% | +8.9% | +9.7% |
| 30D | -20.6% | -6.9% | -13.7% | -14.4% |
| 3M | -24.8% | +0.7% | -25.4% | -24.9% |
| 6M | -10.7% | -0.8% | -9.9% | -10.0% |
| YTD | +54.3% | +4.4% | +49.8% | +48.3% |
| 1Y | +73.7% | +3.9% | +69.8% | +68.1% |
| 3Y | +168.4% | +122.7% | +45.7% | +32.3% |
| All | +249.2% | +185.9% | +63.3% | +50.3% |
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