+189.1%
MAGS vs EXEL
+247.3%
-58.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +3.0% | +1.6% | +1.4% | +2.9% |
| 30D | -7.3% | +17.4% | -24.7% | -8.3% |
| 3M | +1.7% | +38.6% | -36.9% | -0.6% |
| 6M | -0.4% | +41.2% | -41.6% | -3.0% |
| YTD | +4.4% | +59.3% | -54.9% | +0.6% |
| 1Y | +5.1% | +60.2% | -55.2% | +1.2% |
| 3Y | +122.6% | +232.6% | -110.0% | +118.8% |
| All | +189.1% | +247.3% | -58.2% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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