-30.3%
INFY vs MAGS
+187.1%
-217.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -9.8% | -1.8% | -8.0% | -9.2% |
| 30D | -13.4% | +1.1% | -14.5% | -13.7% |
| 3M | -7.2% | +7.7% | -15.0% | -9.7% |
| 6M | -20.6% | +11.7% | -32.3% | -23.9% |
| YTD | -37.5% | +4.9% | -42.3% | -38.7% |
| 1Y | -33.4% | +14.3% | -47.7% | -36.7% |
| 3Y | -32.4% | +128.9% | -161.3% | -49.6% |
| All | -30.3% | +187.1% | -217.4% | -47.3% |
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