+113.7%
KLAC vs MAGS
+15.9%
+97.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +8.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.0% |
| 30D | -3.6% | +1.5% | -5.1% | -5.4% |
| 3M | -12.8% | +0.5% | -13.3% | -13.2% |
| 6M | +26.1% | +11.6% | +14.5% | +10.4% |
| YTD | +53.3% | +5.3% | +48.0% | +45.2% |
| 1Y | +113.7% | +14.9% | +98.8% | +87.3% |
| All | +113.7% | +15.9% | +97.8% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling