+130.9%
PAAS vs MAGS
+180.2%
-49.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.0% |
| 7D | +8.4% | -1.4% | +9.8% | +9.1% |
| 30D | -7.2% | -8.4% | +1.2% | -3.5% |
| 3M | -14.0% | -1.5% | -12.5% | -13.3% |
| 6M | -26.8% | -1.4% | -25.4% | -26.1% |
| YTD | -19.8% | +2.4% | -22.2% | -20.3% |
| 1Y | +22.8% | +3.5% | +19.3% | +21.6% |
| 3Y | +183.6% | +125.3% | +58.4% | +124.2% |
| All | +130.9% | +180.2% | -49.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling