+193.4%
MAGS vs CHWY
-42.7%
+236.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.4% |
| 7D | +0.6% | -13.6% | +14.3% | +2.6% |
| 30D | +3.2% | -8.5% | +11.8% | +4.3% |
| 3M | +7.7% | +8.9% | -1.2% | +6.0% |
| 6M | +12.5% | -20.5% | +32.9% | +15.1% |
| YTD | +6.0% | -38.2% | +44.1% | +11.9% |
| 1Y | +14.4% | -43.3% | +57.6% | +21.9% |
| 3Y | +127.5% | -8.5% | +136.1% | +125.4% |
| All | +193.4% | -42.7% | +236.1% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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