+505.0%
AVGO vs MAGS
+187.1%
+318.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | +1.0% | -1.8% | +2.8% | +2.9% |
| 30D | -13.3% | +1.1% | -14.4% | -14.5% |
| 3M | -2.9% | +7.7% | -10.6% | -11.2% |
| 6M | +5.7% | +11.7% | -6.0% | -7.3% |
| YTD | +4.6% | +4.9% | -0.2% | -1.5% |
| 1Y | -1.6% | +14.3% | -16.0% | -15.5% |
| 3Y | +336.2% | +128.9% | +207.3% | +98.3% |
| All | +505.0% | +187.1% | +318.0% | +145.6% |
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