+44.3%
AXON vs MAGS
+122.1%
-77.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +0.8% | +1.7% | -0.9% | -0.4% |
| 30D | -22.8% | -5.8% | -17.0% | -19.9% |
| 3M | -48.8% | +0.2% | -49.0% | -48.9% |
| 6M | -16.3% | -2.7% | -13.6% | -15.0% |
| YTD | -44.5% | +4.1% | -48.6% | -45.9% |
| 1Y | -43.4% | +7.5% | -50.9% | -45.9% |
| 3Y | +44.3% | +122.0% | -77.8% | +0.1% |
| All | +44.3% | +122.1% | -77.9% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling