+190.4%
MAGS vs CHWY
-40.9%
+231.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -1.8% | -12.0% | +10.2% | -0.1% |
| 30D | +1.1% | -6.2% | +7.3% | +1.8% |
| 3M | +7.7% | +5.5% | +2.2% | +6.5% |
| 6M | +11.7% | -17.8% | +29.5% | +13.8% |
| YTD | +4.9% | -36.2% | +41.1% | +10.3% |
| 1Y | +14.3% | -40.0% | +54.3% | +20.9% |
| 3Y | +128.9% | -8.3% | +137.2% | +126.7% |
| All | +190.4% | -40.9% | +231.3% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling