+127.5%
MAGS vs PSLV
+165.9%
-38.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +0.6% | -3.5% | +4.1% | +1.1% |
| 30D | +3.2% | -2.1% | +5.4% | +3.4% |
| 3M | +7.7% | -1.6% | +9.3% | +7.7% |
| 6M | +12.5% | -25.5% | +38.0% | +15.5% |
| YTD | +6.0% | -11.4% | +17.4% | +3.9% |
| 1Y | +14.4% | +48.6% | -34.2% | +1.3% |
| 3Y | +127.5% | +166.9% | -39.4% | +89.2% |
| All | +127.5% | +165.9% | -38.3% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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