+187.9%
PAAS vs MAGS
+188.2%
-0.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +6.8% | +1.5% | +5.3% | +6.2% |
| 3M | -2.9% | +0.5% | -3.3% | -3.1% |
| 6M | -16.4% | +11.6% | -28.0% | -19.7% |
| YTD | 0.0% | +5.3% | -5.3% | -2.0% |
| 1Y | +54.3% | +14.9% | +39.4% | +47.1% |
| 3Y | +230.7% | +128.9% | +101.8% | +158.1% |
| All | +187.9% | +188.2% | -0.3% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling