+190.0%
MAGS vs PHM
+108.7%
+81.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.7% |
| 30D | -0.1% | -9.7% | +9.6% | +1.8% |
| 3M | +3.8% | +2.2% | +1.6% | +2.9% |
| 6M | +13.2% | -5.7% | +18.9% | +13.8% |
| YTD | +4.7% | +2.8% | +1.9% | +3.0% |
| 1Y | +14.4% | -14.4% | +28.8% | +16.9% |
| 3Y | +128.6% | +52.2% | +76.3% | +93.6% |
| All | +190.0% | +108.7% | +81.3% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling