+186.0%
PAAS vs MAGS
+186.6%
-0.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +2.0% | +1.2% | +0.8% | +1.5% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +8.2% | +3.8% | +4.4% | +6.5% |
| 6M | -13.8% | +13.2% | -27.0% | -17.5% |
| YTD | -0.6% | +4.7% | -5.4% | -2.4% |
| 1Y | +44.0% | +14.4% | +29.6% | +37.5% |
| 3Y | +246.6% | +128.6% | +118.0% | +170.8% |
| All | +186.0% | +186.6% | -0.6% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling