+190.4%
MAGS vs PSKY
-51.2%
+241.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.8% | -6.0% | +4.2% | -1.5% |
| 30D | +1.1% | +10.7% | -9.6% | +0.6% |
| 3M | +7.7% | +1.2% | +6.6% | +7.5% |
| 6M | +11.7% | +1.5% | +10.2% | +11.4% |
| YTD | +4.9% | -21.8% | +26.6% | +5.6% |
| 1Y | +14.3% | -30.2% | +44.5% | +15.5% |
| 3Y | +128.9% | -20.1% | +149.0% | +125.3% |
| All | +190.4% | -51.2% | +241.7% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling