+128.6%
MAGS vs PBF
+62.4%
+66.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.7% |
| 7D | +1.2% | +2.4% | -1.1% | +1.1% |
| 30D | -0.1% | +24.9% | -25.0% | -1.6% |
| 3M | +3.8% | +81.9% | -78.0% | -0.5% |
| 6M | +13.2% | +79.4% | -66.1% | +7.7% |
| YTD | +4.7% | +188.3% | -183.6% | -6.1% |
| 1Y | +14.4% | +177.3% | -162.9% | +2.2% |
| 3Y | +128.6% | +56.0% | +72.6% | +93.7% |
| All | +128.6% | +62.4% | +66.2% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling