+191.0%
MAGS vs TROW
+12.8%
+178.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.1% |
| 7D | +0.8% | -1.5% | +2.3% | +1.6% |
| 30D | +0.4% | -5.3% | +5.7% | +3.1% |
| 3M | +5.6% | +2.9% | +2.6% | +3.4% |
| 6M | +12.3% | +22.2% | -9.9% | +0.6% |
| YTD | +5.1% | +8.1% | -3.0% | -0.3% |
| 1Y | +14.0% | +5.8% | +8.2% | +9.1% |
| 3Y | +129.4% | +14.0% | +115.4% | +105.9% |
| All | +191.0% | +12.8% | +178.2% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling