+189.2%
MAGS vs TECH
-1.8%
+191.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -6.9% | +0.3% | -7.2% | -6.9% |
| 3M | +0.7% | +1.0% | -0.4% | +0.5% |
| 6M | -0.8% | +54.0% | -54.8% | -8.0% |
| YTD | +4.4% | +24.3% | -19.9% | -0.5% |
| 1Y | +3.9% | +23.7% | -19.8% | -1.0% |
| 3Y | +122.7% | +28.5% | +94.3% | +107.2% |
| All | +189.2% | -1.8% | +191.0% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling