+135.3%
CSCO vs MAGS
+188.2%
-52.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | -10.1% | +1.5% | -11.6% | -10.7% |
| 3M | -15.7% | +0.5% | -16.1% | -16.0% |
| 6M | +36.3% | +11.6% | +24.7% | +30.8% |
| YTD | +43.8% | +5.3% | +38.6% | +40.8% |
| 1Y | +63.9% | +14.9% | +49.1% | +55.6% |
| 3Y | +104.4% | +128.9% | -24.5% | +57.7% |
| All | +135.3% | +188.2% | -52.9% | +70.9% |
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 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