+115.4%
AMD vs MAGS
+5.6%
+109.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.3% | -8.5% | -8.3% |
| 7D | +18.9% | +1.7% | +17.3% | +16.3% |
| 30D | -6.4% | -5.8% | -0.7% | +4.1% |
| 3M | +10.6% | +0.2% | +10.3% | +13.4% |
| 6M | +19.9% | -2.7% | +22.5% | +30.1% |
| YTD | +149.4% | +4.1% | +145.3% | +150.8% |
| 1Y | +115.4% | +7.5% | +107.9% | +104.7% |
| All | +115.4% | +5.6% | +109.8% | +104.7% |
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 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