+117.9%
CSCO vs MAGS
+185.9%
-68.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -2.8% | -2.0% | -0.8% | -1.9% |
| 30D | -12.6% | -6.9% | -5.8% | -10.3% |
| 3M | -16.0% | +0.7% | -16.7% | -16.1% |
| 6M | +2.8% | -0.8% | +3.6% | +3.1% |
| YTD | +33.2% | +4.4% | +28.8% | +31.1% |
| 1Y | +43.1% | +3.9% | +39.2% | +41.0% |
| 3Y | +106.7% | +122.7% | -16.0% | +61.5% |
| All | +117.9% | +185.9% | -68.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling