+219.1%
GOOG vs MAGS
+190.0%
+29.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.5% |
| 30D | -2.0% | +3.2% | -5.2% | -4.4% |
| 3M | -5.9% | +7.7% | -13.5% | -11.0% |
| 6M | +8.9% | +12.5% | -3.6% | -0.5% |
| YTD | +7.1% | +6.0% | +1.2% | +2.3% |
| 1Y | +39.7% | +14.4% | +25.3% | +25.8% |
| 3Y | +145.8% | +127.5% | +18.3% | +23.5% |
| All | +219.1% | +190.0% | +29.1% | +28.9% |
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 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