+128.9%
MAGS vs PR
+86.0%
+42.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | +1.3% | -12.4% | +13.7% | +3.6% |
| 30D | -6.3% | -6.6% | +0.2% | -5.5% |
| 3M | -0.1% | +7.5% | -7.6% | -2.0% |
| 6M | -0.8% | +10.8% | -11.5% | -3.7% |
| YTD | +4.7% | +57.0% | -52.3% | -8.7% |
| 1Y | +6.8% | +67.9% | -61.2% | -9.0% |
| 3Y | +128.9% | +87.6% | +41.3% | +87.7% |
| All | +128.9% | +86.0% | +42.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling