-31.8%
AXON vs MAGS
+13.9%
-45.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -2.5% | +1.2% | -3.7% | -3.5% |
| 30D | -11.5% | -0.1% | -11.4% | -11.2% |
| 3M | +7.3% | +3.8% | +3.5% | +3.7% |
| 6M | -11.9% | +13.2% | -25.2% | -21.1% |
| YTD | -11.0% | +4.7% | -15.7% | -15.5% |
| 1Y | -31.8% | +14.4% | -46.1% | -35.9% |
| All | -31.8% | +13.9% | -45.6% | -35.9% |
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