+79.0%
MSFT vs MAGS
+187.1%
-108.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.5% | -1.8% | -1.7% | -2.3% |
| 30D | -2.1% | +1.1% | -3.2% | -2.7% |
| 3M | +24.2% | +7.7% | +16.4% | +18.4% |
| 6M | +21.9% | +11.7% | +10.1% | +13.4% |
| YTD | +2.5% | +4.9% | -2.4% | -0.7% |
| 1Y | -0.8% | +14.3% | -15.1% | -9.2% |
| 3Y | +50.8% | +128.9% | -78.1% | -16.7% |
| All | +79.0% | +187.1% | -108.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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