+37.1%
AXON vs MAGS
+185.8%
-148.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -19.7% | +3.0% | -22.7% | -21.3% |
| 30D | -25.7% | -7.3% | -18.4% | -22.4% |
| 3M | -48.8% | +1.7% | -50.5% | -49.3% |
| 6M | -22.0% | -0.4% | -21.6% | -21.9% |
| YTD | -45.9% | +4.4% | -50.3% | -47.3% |
| 1Y | -46.1% | +5.1% | -51.1% | -47.6% |
| 3Y | +40.9% | +122.6% | -81.7% | +1.3% |
| All | +37.1% | +185.8% | -148.7% | +1.8% |
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 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