+511.0%
AVGO vs MAGS
+187.7%
+323.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -0.8% | +0.8% | -1.6% | -1.8% |
| 30D | -13.7% | +0.4% | -14.1% | -14.3% |
| 3M | -6.9% | +5.6% | -12.5% | -12.9% |
| 6M | +5.8% | +12.3% | -6.5% | -7.8% |
| YTD | +5.7% | +5.1% | +0.6% | -0.7% |
| 1Y | +9.0% | +14.0% | -4.9% | -6.1% |
| 3Y | +340.5% | +129.4% | +211.1% | +99.8% |
| All | +511.0% | +187.7% | +323.3% | +147.4% |
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