+14.3%
PAAS vs MAGS
+4.9%
+9.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +0.8% |
| 7D | +8.8% | +1.3% | +7.5% | +7.5% |
| 30D | -8.5% | -6.3% | -2.1% | -2.9% |
| 3M | -17.0% | -0.1% | -16.9% | -17.0% |
| 6M | -27.9% | -0.8% | -27.1% | -26.2% |
| YTD | -17.5% | +4.7% | -22.2% | -20.1% |
| All | +14.3% | +4.9% | +9.4% | +12.5% |
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 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