+4.9%
ORCL vs MAGS
+12.8%
-7.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +4.8% |
| 7D | +5.3% | +0.5% | +4.7% | +4.6% |
| 30D | +10.0% | +1.5% | +8.5% | +8.0% |
| 3M | -32.6% | +0.5% | -33.0% | -32.2% |
| 6M | +4.9% | +11.6% | -6.7% | -4.8% |
| All | +4.9% | +12.8% | -7.9% | -4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling