+180.6%
MAGS vs PCOR
+35.2%
+145.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -4.1% | +23.7% | -27.8% | -8.8% |
| 30D | -9.5% | +39.0% | -48.5% | -16.3% |
| 3M | -2.3% | +35.8% | -38.0% | -9.5% |
| 6M | -0.4% | +38.2% | -38.6% | -8.7% |
| YTD | +1.3% | +3.9% | -2.6% | -0.9% |
| 1Y | +0.4% | +5.7% | -5.3% | -2.7% |
| 3Y | +125.4% | +44.8% | +80.6% | +99.9% |
| All | +180.6% | +35.2% | +145.5% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling