+199.3%
PAAS vs MAGS
+122.1%
+77.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -8.9% | +1.7% | -10.6% | -9.6% |
| 30D | -11.4% | -5.8% | -5.6% | -8.8% |
| 3M | -20.4% | +0.2% | -20.7% | -20.3% |
| 6M | -40.7% | -2.7% | -38.0% | -39.8% |
| YTD | -26.9% | +4.1% | -31.0% | -28.0% |
| 1Y | -3.1% | +7.5% | -10.6% | -5.5% |
| 3Y | +199.3% | +122.0% | +77.2% | +126.4% |
| All | +199.3% | +122.1% | +77.1% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling