+482.9%
AVGO vs MAGS
+184.9%
+298.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.4% |
| 7D | +18.2% | +1.7% | +16.5% | +16.2% |
| 30D | +0.2% | -5.8% | +6.0% | +7.5% |
| 3M | -16.8% | +0.2% | -17.0% | -16.8% |
| 6M | -16.5% | -2.7% | -13.8% | -14.0% |
| YTD | +0.8% | +4.1% | -3.3% | -3.8% |
| 1Y | +2.8% | +7.5% | -4.7% | -4.9% |
| 3Y | +278.5% | +122.0% | +156.5% | +77.7% |
| All | +482.9% | +184.9% | +298.0% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling