+190.4%
MAGS vs PHM
+102.3%
+88.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -1.8% | -6.4% | +4.6% | -0.5% |
| 30D | +1.1% | -12.1% | +13.2% | +3.6% |
| 3M | +7.7% | -1.5% | +9.3% | +7.6% |
| 6M | +11.7% | -6.0% | +17.7% | +12.3% |
| YTD | +4.9% | -0.3% | +5.2% | +3.7% |
| 1Y | +14.3% | -13.3% | +27.7% | +16.4% |
| 3Y | +128.9% | +47.6% | +81.3% | +95.1% |
| All | +190.4% | +102.3% | +88.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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