+190.0%
MAGS vs TECH
-2.5%
+192.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | -0.1% | +0.1% | -0.2% | -0.1% |
| 3M | +3.8% | +37.5% | -33.7% | -1.8% |
| 6M | +13.2% | +34.6% | -21.3% | +6.6% |
| YTD | +4.7% | +23.5% | -18.8% | -0.2% |
| 1Y | +14.4% | +34.4% | -20.0% | +6.6% |
| 3Y | +128.6% | +2.3% | +126.3% | +117.2% |
| All | +190.0% | -2.5% | +192.4% | +176.4% |
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