+191.0%
MAGS vs PAYC
-24.3%
+215.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +0.8% | -8.7% | +9.6% | +1.9% |
| 30D | +0.4% | +1.2% | -0.8% | +0.2% |
| 3M | +5.6% | +58.6% | -53.0% | -0.8% |
| 6M | +12.3% | +56.6% | -44.3% | +5.3% |
| YTD | +5.1% | +36.2% | -31.1% | +0.5% |
| 1Y | +14.0% | -2.2% | +16.2% | +14.2% |
| 3Y | +129.4% | -22.3% | +151.7% | +134.1% |
| All | +191.0% | -24.3% | +215.3% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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