-41.6%
ORCL vs MAGS
+5.6%
-47.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | +8.0% | +1.7% | +6.3% | +5.8% |
| 30D | -4.0% | -5.8% | +1.8% | +3.7% |
| 3M | -19.5% | +0.2% | -19.7% | -19.2% |
| 6M | -33.5% | -2.7% | -30.8% | -30.2% |
| YTD | -34.8% | +4.1% | -38.9% | -35.3% |
| 1Y | -41.6% | +7.5% | -49.1% | -44.1% |
| All | -41.6% | +5.6% | -47.2% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling