+191.5%
MAGS vs EXEL
+193.4%
-1.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +0.5% | +8.4% | -7.8% | 0.0% |
| 30D | +1.5% | +4.1% | -2.6% | +1.1% |
| 3M | +0.5% | +12.4% | -12.0% | -0.5% |
| 6M | +11.6% | +41.5% | -30.0% | +8.5% |
| YTD | +5.3% | +34.6% | -29.4% | +2.6% |
| 1Y | +14.9% | +57.9% | -43.0% | +10.6% |
| 3Y | +128.9% | +159.5% | -30.6% | +129.6% |
| All | +191.5% | +193.4% | -1.9% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling