+187.8%
MAGS vs PR
+122.0%
+65.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.3% | -9.5% | +9.2% | +1.0% |
| 30D | -7.1% | -5.7% | -1.4% | -6.5% |
| 3M | -0.7% | +3.0% | -3.7% | -1.6% |
| 6M | -1.5% | +11.8% | -13.3% | -3.9% |
| YTD | +3.9% | +58.5% | -54.6% | -6.5% |
| 1Y | +3.1% | +69.9% | -66.8% | -8.8% |
| 3Y | +121.6% | +84.9% | +36.7% | +91.4% |
| All | +187.8% | +122.0% | +65.8% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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