+193.4%
MAGS vs TROW
+11.3%
+182.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +0.6% | -3.2% | +3.8% | +2.2% |
| 30D | +3.2% | -4.6% | +7.8% | +5.6% |
| 3M | +7.7% | -0.7% | +8.3% | +7.3% |
| 6M | +12.5% | +22.2% | -9.8% | +0.7% |
| YTD | +6.0% | +6.6% | -0.7% | +1.2% |
| 1Y | +14.4% | +5.8% | +8.6% | +9.4% |
| 3Y | +127.5% | +11.6% | +115.9% | +106.1% |
| All | +193.4% | +11.3% | +182.2% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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