+217.7%
INTC vs MAGS
+187.1%
+30.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | +9.4% | -1.8% | +11.2% | +11.0% |
| 30D | +2.7% | +1.1% | +1.6% | +1.6% |
| 3M | -6.3% | +7.7% | -14.0% | -12.3% |
| 6M | +114.5% | +11.7% | +102.7% | +96.7% |
| YTD | +171.9% | +4.9% | +167.0% | +161.2% |
| 1Y | +305.0% | +14.3% | +290.7% | +265.1% |
| 3Y | +168.3% | +128.9% | +39.4% | +44.3% |
| All | +217.7% | +187.1% | +30.6% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling