+35.3%
AXON vs MAGS
+186.7%
-151.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -4.5% |
| 7D | -28.7% | +1.3% | -30.1% | -29.3% |
| 30D | -28.3% | -6.3% | -22.0% | -25.6% |
| 3M | -46.9% | -0.1% | -46.8% | -46.9% |
| 6M | -24.9% | -0.8% | -24.1% | -24.7% |
| YTD | -46.6% | +4.7% | -51.4% | -48.1% |
| 1Y | -49.7% | +6.8% | -56.5% | -51.6% |
| 3Y | +40.6% | +128.9% | -88.4% | +0.3% |
| All | +35.3% | +186.7% | -151.4% | +0.3% |
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