+193.4%
MAGS vs TECH
-2.7%
+196.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +0.6% | -0.4% | +1.1% | +0.7% |
| 30D | +3.2% | 0.0% | +3.3% | +3.2% |
| 3M | +7.7% | +33.7% | -26.0% | +2.4% |
| 6M | +12.5% | +34.9% | -22.4% | +5.9% |
| YTD | +6.0% | +23.2% | -17.2% | +1.1% |
| 1Y | +14.4% | +36.3% | -21.9% | +6.3% |
| 3Y | +127.5% | +2.3% | +125.3% | +116.3% |
| All | +193.4% | -2.7% | +196.1% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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