+194.1%
AMAT vs MAGS
+180.2%
+13.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.3% |
| 7D | -14.7% | -1.4% | -13.3% | -13.2% |
| 30D | -36.1% | -8.4% | -27.7% | -30.2% |
| 3M | -36.9% | -1.5% | -35.3% | -35.8% |
| 6M | -22.2% | -1.4% | -20.8% | -21.2% |
| YTD | +29.9% | +2.4% | +27.5% | +27.1% |
| 1Y | +43.3% | +3.5% | +39.7% | +38.9% |
| 3Y | +142.7% | +125.3% | +17.4% | +18.9% |
| All | +194.1% | +180.2% | +13.8% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling