+137.5%
PAAS vs MAGS
+186.7%
-49.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.9% |
| 7D | +8.8% | +1.3% | +7.5% | +8.3% |
| 30D | -8.5% | -6.3% | -2.1% | -5.7% |
| 3M | -17.0% | -0.1% | -16.9% | -16.9% |
| 6M | -27.9% | -0.8% | -27.1% | -27.5% |
| YTD | -17.5% | +4.7% | -22.2% | -18.8% |
| 1Y | +22.8% | +6.8% | +16.0% | +20.1% |
| 3Y | +224.2% | +128.9% | +95.3% | +154.2% |
| All | +137.5% | +186.7% | -49.2% | +70.1% |
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 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