-21.2%
PATH vs MAGS
+177.4%
-198.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | +0.4% |
| 7D | -5.6% | -4.1% | -1.5% | -2.3% |
| 30D | -0.7% | -9.5% | +8.9% | +7.9% |
| 3M | -5.9% | -2.3% | -3.6% | -3.8% |
| 6M | +21.6% | -0.4% | +22.0% | +21.7% |
| YTD | -20.6% | +1.3% | -22.0% | -21.9% |
| 1Y | -10.6% | +0.4% | -10.9% | -11.4% |
| 3Y | -24.9% | +125.4% | -150.3% | -66.8% |
| All | -21.2% | +177.4% | -198.7% | -70.3% |
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