+191.5%
MAGS vs PR
+137.2%
+54.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +0.5% | +2.9% | -2.4% | +0.1% |
| 30D | +1.5% | +18.0% | -16.5% | -1.1% |
| 3M | +0.5% | +16.9% | -16.4% | -2.2% |
| 6M | +11.6% | +28.2% | -16.6% | +6.0% |
| YTD | +5.3% | +69.3% | -64.1% | -5.9% |
| 1Y | +14.9% | +69.5% | -54.6% | +2.3% |
| 3Y | +128.9% | +81.7% | +47.2% | +96.2% |
| All | +191.5% | +137.2% | +54.3% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling