+127.5%
MAGS vs AZO
+10.0%
+117.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +0.6% | -3.6% | +4.2% | +0.9% |
| 30D | +3.2% | -5.6% | +8.8% | +3.6% |
| 3M | +7.7% | -6.6% | +14.3% | +8.0% |
| 6M | +12.5% | -22.5% | +35.0% | +14.2% |
| YTD | +6.0% | -15.2% | +21.1% | +6.9% |
| 1Y | +14.4% | -33.9% | +48.3% | +17.8% |
| 3Y | +127.5% | +11.8% | +115.7% | +117.6% |
| All | +127.5% | +10.0% | +117.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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