+152.6%
AMZN vs MAGS
+187.7%
-35.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.8% |
| 30D | -9.2% | +0.4% | -9.6% | -9.6% |
| 3M | +3.4% | +5.6% | -2.2% | -1.6% |
| 6M | +18.2% | +12.3% | +5.9% | +6.3% |
| YTD | +9.3% | +5.1% | +4.3% | +4.6% |
| 1Y | +5.9% | +14.0% | -8.0% | -5.7% |
| 3Y | +82.6% | +129.4% | -46.8% | -21.2% |
| All | +152.6% | +187.7% | -35.1% | -16.5% |
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