+190.4%
MAGS vs PSLV
+142.1%
+48.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -1.2% |
| 30D | +1.1% | -1.9% | +3.0% | +1.2% |
| 3M | +7.7% | +4.2% | +3.5% | +6.9% |
| 6M | +11.7% | -27.6% | +39.3% | +15.1% |
| YTD | +4.9% | -11.7% | +16.6% | +3.0% |
| 1Y | +14.3% | +49.3% | -35.0% | +1.5% |
| 3Y | +128.9% | +167.1% | -38.2% | +87.5% |
| All | +190.4% | +142.1% | +48.4% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling