+188.2%
MAGS vs PCOR
+38.8%
+149.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.7% | +3.0% | -1.4% | +1.0% |
| 30D | -5.8% | +38.7% | -44.5% | -12.8% |
| 3M | +0.2% | +24.9% | -24.6% | -5.2% |
| 6M | -2.7% | +68.8% | -71.4% | -14.9% |
| YTD | +4.1% | +6.7% | -2.6% | +1.2% |
| 1Y | +7.5% | +3.0% | +4.5% | +5.5% |
| 3Y | +122.0% | +48.6% | +73.4% | +95.9% |
| All | +188.2% | +38.8% | +149.5% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling