+95.5%
AMD vs MAGS
+5.9%
+89.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -2.2% |
| 7D | -15.5% | -1.4% | -14.1% | -13.6% |
| 30D | -22.6% | -4.4% | -18.2% | -17.0% |
| 3M | -5.7% | +1.9% | -7.7% | -7.2% |
| 6M | +43.1% | +4.9% | +38.2% | +36.9% |
| YTD | +128.2% | +6.5% | +121.7% | +117.8% |
| 1Y | +95.5% | +6.3% | +89.2% | +87.6% |
| All | +95.5% | +5.9% | +89.6% | +87.6% |
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