+236.5%
INTC vs MAGS
+187.7%
+48.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | +18.0% | +0.8% | +17.2% | +17.1% |
| 30D | +8.9% | +0.4% | +8.5% | +8.4% |
| 3M | -1.6% | +5.6% | -7.1% | -6.4% |
| 6M | +133.1% | +12.3% | +120.8% | +112.8% |
| YTD | +187.9% | +5.1% | +182.8% | +176.2% |
| 1Y | +334.7% | +14.0% | +320.7% | +292.8% |
| 3Y | +184.2% | +129.4% | +54.8% | +52.5% |
| All | +236.5% | +187.7% | +48.8% | +62.4% |
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