+125.7%
MAGS vs PODD
-21.1%
+146.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.8% |
| 7D | +0.8% | -6.9% | +7.7% | +1.9% |
| 30D | +0.4% | -3.5% | +3.9% | +0.9% |
| 3M | +5.6% | -13.6% | +19.2% | +7.2% |
| 6M | +12.3% | -42.6% | +54.9% | +22.7% |
| YTD | +5.1% | -51.5% | +56.6% | +18.4% |
| 1Y | +14.0% | -60.9% | +74.9% | +33.7% |
| All | +125.7% | -21.1% | +146.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 3y: compounded portfolio wealth divided by compounded PODD 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…
3y analysis · Full analysis span regression · 6 months rolling