+188.2%
MAGS vs PTC
+55.5%
+132.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | -5.8% | +1.2% | -7.0% | -6.1% |
| 3M | +0.2% | +27.4% | -27.1% | -6.8% |
| 6M | -2.7% | +39.2% | -41.8% | -13.0% |
| YTD | +4.1% | +12.5% | -8.4% | +1.7% |
| 1Y | +7.5% | +12.3% | -4.8% | +5.0% |
| 3Y | +122.0% | +28.8% | +93.2% | +86.3% |
| All | +188.2% | +55.5% | +132.7% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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