+392.5%
KLAC vs MAGS
+190.0%
+202.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +0.9% |
| 7D | -2.7% | +0.6% | -3.3% | -3.3% |
| 30D | -13.2% | +3.2% | -16.4% | -16.1% |
| 3M | -25.0% | +7.7% | -32.7% | -31.0% |
| 6M | +23.6% | +12.5% | +11.1% | +9.2% |
| YTD | +49.2% | +6.0% | +43.3% | +40.2% |
| 1Y | +89.3% | +14.4% | +74.9% | +65.7% |
| 3Y | +274.4% | +127.5% | +146.8% | +68.2% |
| All | +392.5% | +190.0% | +202.5% | +63.4% |
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 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