+127.5%
MAGS vs SONY
+42.2%
+85.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.6% |
| 30D | +3.2% | +1.5% | +1.7% | +2.6% |
| 3M | +7.7% | +13.0% | -5.3% | +2.7% |
| 6M | +12.5% | +11.2% | +1.2% | +7.4% |
| YTD | +6.0% | -6.6% | +12.6% | +8.1% |
| 1Y | +14.4% | -18.1% | +32.5% | +22.6% |
| 3Y | +127.5% | +42.1% | +85.5% | +91.2% |
| All | +127.5% | +42.2% | +85.3% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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