-8.1%
PATH vs MAGS
+188.2%
-196.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -15.4% |
| 7D | -16.3% | +0.5% | -16.8% | -16.5% |
| 30D | +9.9% | +1.5% | +8.4% | +9.0% |
| 3M | +30.2% | +0.5% | +29.7% | +30.1% |
| 6M | +37.2% | +11.6% | +25.6% | +24.7% |
| YTD | -7.3% | +5.3% | -12.6% | -11.5% |
| 1Y | +40.0% | +14.9% | +25.1% | +24.5% |
| 3Y | -4.4% | +128.9% | -133.3% | -57.6% |
| All | -8.1% | +188.2% | -196.2% | -66.4% |
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 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