-8.1%
PATH vs MAGS
+1.4%
-9.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | -5.3% | -1.4% | -3.9% | -4.4% |
| 30D | -0.5% | -8.4% | +7.8% | +5.5% |
| 3M | -7.1% | -1.5% | -5.6% | -6.0% |
| 6M | +23.8% | -1.4% | +25.2% | +24.0% |
| YTD | -20.7% | +2.4% | -23.1% | -19.9% |
| 1Y | -8.1% | +3.5% | -11.6% | -7.9% |
| All | -8.1% | +1.4% | -9.5% | -7.9% |
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