+14.9%
MAGS vs PPG
+5.2%
+9.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | +1.5% | -5.0% | +6.4% | +2.3% |
| 3M | +0.5% | +1.1% | -0.7% | +0.2% |
| 6M | +11.6% | -3.2% | +14.8% | +9.8% |
| YTD | +5.3% | +11.9% | -6.6% | +3.0% |
| 1Y | +14.9% | +5.3% | +9.6% | +13.5% |
| All | +14.9% | +5.2% | +9.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling