+377.5%
AMD vs MAGS
+180.2%
+197.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +9.8% |
| 7D | -11.0% | -1.4% | -9.7% | -8.5% |
| 30D | -30.5% | -8.4% | -22.1% | -21.3% |
| 3M | -8.2% | -1.5% | -6.7% | -4.8% |
| 6M | +6.6% | -1.4% | +7.9% | +10.6% |
| YTD | +109.7% | +2.4% | +107.3% | +109.7% |
| 1Y | +88.9% | +3.5% | +85.4% | +86.8% |
| 3Y | +301.8% | +125.3% | +176.6% | +54.6% |
| All | +377.5% | +180.2% | +197.3% | +53.8% |
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