+118.7%
AXON vs MAGS
+187.7%
-68.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.3% |
| 7D | -3.3% | +0.8% | -4.2% | -3.7% |
| 30D | -17.8% | +0.4% | -18.2% | -17.9% |
| 3M | +8.3% | +5.6% | +2.7% | +5.2% |
| 6M | -12.4% | +12.3% | -24.7% | -17.6% |
| YTD | -13.7% | +5.1% | -18.8% | -16.0% |
| 1Y | -33.1% | +14.0% | -47.0% | -37.4% |
| 3Y | +128.2% | +129.4% | -1.2% | +62.6% |
| All | +118.7% | +187.7% | -68.9% | +62.3% |
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