+243.0%
PANW vs MAGS
+190.0%
+52.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | -14.6% | +3.2% | -17.8% | -16.4% |
| 3M | +18.3% | +7.7% | +10.6% | +12.5% |
| 6M | +100.5% | +12.5% | +88.0% | +85.1% |
| YTD | +79.5% | +6.0% | +73.5% | +72.2% |
| 1Y | +66.7% | +14.4% | +52.3% | +52.1% |
| 3Y | +161.2% | +127.5% | +33.7% | +42.9% |
| All | +243.0% | +190.0% | +52.9% | +63.5% |
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 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