+191.5%
MAGS vs PAYC
-18.7%
+210.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | +1.5% | +32.8% | -31.3% | -2.1% |
| 3M | +0.5% | +69.3% | -68.8% | -6.3% |
| 6M | +11.6% | +74.0% | -62.4% | +3.3% |
| YTD | +5.3% | +46.4% | -41.1% | -0.2% |
| 1Y | +14.9% | +4.2% | +10.7% | +14.3% |
| 3Y | +128.9% | -19.7% | +148.6% | +133.5% |
| All | +191.5% | -18.7% | +210.2% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling