+193.4%
MAGS vs PSKY
-50.2%
+243.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +3.2% | +11.6% | -8.4% | +2.6% |
| 3M | +7.7% | +1.5% | +6.1% | +7.5% |
| 6M | +12.5% | +7.7% | +4.7% | +11.9% |
| YTD | +6.0% | -20.1% | +26.1% | +6.6% |
| 1Y | +14.4% | -38.3% | +52.7% | +16.2% |
| 3Y | +127.5% | -17.7% | +145.3% | +123.6% |
| All | +193.4% | -50.2% | +243.6% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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