+130.2%
AXON vs MAGS
+188.2%
-58.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.3% |
| 7D | -14.2% | +0.5% | -14.7% | -14.3% |
| 30D | -15.4% | +1.5% | -16.9% | -16.0% |
| 3M | +0.5% | +0.5% | 0.0% | +0.4% |
| 6M | -9.5% | +11.6% | -21.1% | -14.7% |
| YTD | -9.2% | +5.3% | -14.5% | -11.7% |
| 1Y | -29.4% | +14.9% | -44.3% | -34.3% |
| 3Y | +139.4% | +128.9% | +10.5% | +70.4% |
| All | +130.2% | +188.2% | -58.0% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling