-8.6%
PATH vs MAGS
+4.9%
-13.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.8% |
| 7D | -2.7% | +1.3% | -4.0% | -3.6% |
| 30D | -3.7% | -6.3% | +2.6% | +0.7% |
| 3M | -13.8% | -0.1% | -13.7% | -13.7% |
| 6M | +20.3% | -0.8% | +21.1% | +19.6% |
| YTD | -20.8% | +4.7% | -25.6% | -20.8% |
| All | -8.6% | +4.9% | -13.5% | -7.4% |
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 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