+400.2%
ANET vs MAGS
+190.0%
+210.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +4.6% |
| 7D | +3.0% | +0.6% | +2.4% | +2.4% |
| 30D | -5.2% | +3.2% | -8.4% | -8.2% |
| 3M | +27.6% | +7.7% | +19.9% | +17.9% |
| 6M | +44.4% | +12.5% | +31.9% | +26.8% |
| YTD | +52.3% | +6.0% | +46.4% | +42.3% |
| 1Y | +30.4% | +14.4% | +16.0% | +12.7% |
| 3Y | +313.3% | +127.5% | +185.7% | +93.8% |
| All | +400.2% | +190.0% | +210.2% | +89.8% |
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