+193.4%
MAGS vs PNR
+10.7%
+182.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.6% | -6.0% | +6.7% | +2.8% |
| 30D | +3.2% | -14.0% | +17.2% | +8.6% |
| 3M | +7.7% | -21.7% | +29.4% | +15.7% |
| 6M | +12.5% | -37.3% | +49.7% | +31.5% |
| YTD | +6.0% | -45.1% | +51.1% | +30.3% |
| 1Y | +14.4% | -49.1% | +63.5% | +45.3% |
| 3Y | +127.5% | -14.8% | +142.4% | +134.5% |
| All | +193.4% | +10.7% | +182.7% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 5y: compounded portfolio wealth divided by compounded PNR 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…
5y analysis · Full analysis span regression · 6 months rolling