-39.9%
AXON vs MAGS
+5.9%
-45.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | -0.1% |
| 7D | +0.2% | -1.4% | +1.6% | +1.4% |
| 30D | +3.0% | -4.4% | +7.4% | +7.0% |
| 3M | -30.1% | +1.9% | -32.1% | -31.9% |
| 6M | +7.7% | +4.9% | +2.8% | +1.5% |
| YTD | -25.3% | +6.5% | -31.9% | -31.1% |
| 1Y | -39.9% | +6.3% | -46.2% | -44.8% |
| All | -39.9% | +5.9% | -45.8% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling