-31.1%
ORCL vs MAGS
+13.9%
-45.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.0% |
| 7D | +15.0% | +1.2% | +13.8% | +13.4% |
| 30D | +10.5% | -0.1% | +10.6% | +10.7% |
| 3M | -23.0% | +3.8% | -26.8% | -25.9% |
| 6M | +7.0% | +13.2% | -6.3% | -5.3% |
| YTD | -15.8% | +4.7% | -20.5% | -19.2% |
| 1Y | -31.1% | +14.4% | -45.5% | -30.4% |
| All | -31.1% | +13.9% | -45.0% | -30.4% |
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