+14.3%
MAGS vs PBF
+167.4%
-153.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.8% | +2.3% | -4.1% | -1.7% |
| 30D | +1.1% | +11.6% | -10.5% | +1.5% |
| 3M | +7.7% | +81.7% | -74.0% | +10.2% |
| 6M | +11.7% | +96.4% | -84.7% | +13.5% |
| YTD | +4.9% | +189.5% | -184.6% | +5.1% |
| 1Y | +14.3% | +180.7% | -166.4% | +15.4% |
| All | +14.3% | +167.4% | -153.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling