+65.9%
CSCO vs MAGS
+14.5%
+51.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | -10.7% | +0.4% | -11.1% | -10.9% |
| 3M | -8.7% | +5.6% | -14.3% | -10.9% |
| 6M | +44.9% | +12.3% | +32.6% | +38.6% |
| YTD | +44.1% | +5.1% | +39.0% | +40.9% |
| 1Y | +65.9% | +14.0% | +51.9% | +62.0% |
| All | +65.9% | +14.5% | +51.4% | +62.0% |
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