+58.1%
INTC vs MAGS
+122.1%
-64.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +6.0% | +1.7% | +4.3% | +4.5% |
| 30D | -39.2% | -5.8% | -33.4% | -35.1% |
| 3M | -42.9% | +0.2% | -43.2% | -42.1% |
| 6M | -50.4% | -2.7% | -47.8% | -48.4% |
| YTD | +61.7% | +4.1% | +57.6% | +59.0% |
| 1Y | +66.1% | +7.5% | +58.6% | +59.5% |
| 3Y | +58.1% | +122.0% | -63.9% | -7.5% |
| All | +58.1% | +122.1% | -64.0% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling