+48.9%
MSFT vs MAGS
+126.5%
-77.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.7% |
| 7D | -1.0% | +0.8% | -1.9% | -1.5% |
| 30D | -2.7% | +0.4% | -3.1% | -2.9% |
| 3M | +22.1% | +5.6% | +16.5% | +18.0% |
| 6M | +20.6% | +12.3% | +8.3% | +12.1% |
| YTD | +2.3% | +5.1% | -2.8% | -0.9% |
| 1Y | -0.5% | +14.0% | -14.5% | -8.5% |
| All | +48.9% | +126.5% | -77.6% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling