+247.6%
PANW vs MAGS
+187.7%
+59.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.8% |
| 7D | +2.0% | +0.8% | +1.2% | +1.4% |
| 30D | -13.0% | +0.4% | -13.4% | -13.2% |
| 3M | +28.6% | +5.6% | +23.1% | +24.0% |
| 6M | +103.0% | +12.3% | +90.7% | +87.6% |
| YTD | +81.9% | +5.1% | +76.8% | +75.5% |
| 1Y | +69.6% | +14.0% | +55.7% | +55.1% |
| 3Y | +169.4% | +129.4% | +40.1% | +46.4% |
| All | +247.6% | +187.7% | +59.9% | +66.6% |
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