+28.9%
ORCL vs MAGS
+180.2%
-151.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.1% |
| 7D | -11.2% | -1.4% | -9.8% | -10.0% |
| 30D | -18.8% | -8.4% | -10.5% | -12.2% |
| 3M | -18.8% | -1.5% | -17.2% | -17.2% |
| 6M | -39.7% | -1.4% | -38.4% | -38.4% |
| YTD | -39.6% | +2.4% | -42.0% | -40.0% |
| 1Y | -51.7% | +3.5% | -55.3% | -52.3% |
| 3Y | +10.2% | +125.3% | -115.0% | -37.5% |
| All | +28.9% | +180.2% | -151.3% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling