+131.4%
NFLX vs MAGS
+188.2%
-56.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.4% | -3.9% | -4.6% |
| 7D | -4.2% | +0.5% | -4.8% | -4.5% |
| 30D | +5.5% | +1.5% | +4.0% | +4.7% |
| 3M | -4.1% | +0.5% | -4.5% | -4.5% |
| 6M | -20.7% | +11.6% | -32.3% | -25.8% |
| YTD | -16.5% | +5.3% | -21.8% | -19.4% |
| 1Y | -37.8% | +14.9% | -52.7% | -43.1% |
| 3Y | +77.9% | +128.9% | -51.0% | +2.0% |
| All | +131.4% | +188.2% | -56.8% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling