-5.8%
PATH vs MAGS
+5.6%
-11.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +2.1% | +1.7% | +0.4% | +0.9% |
| 30D | +1.6% | -5.8% | +7.4% | +5.9% |
| 3M | -20.4% | +0.2% | -20.7% | -20.5% |
| 6M | +40.1% | -2.7% | +42.8% | +40.8% |
| YTD | -19.0% | +4.1% | -23.1% | -18.3% |
| 1Y | -5.8% | +7.5% | -13.3% | -8.7% |
| All | -5.8% | +5.6% | -11.4% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling