+214.3%
PBR vs MAGS
+190.0%
+24.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.0% |
| 7D | +5.4% | +0.6% | +4.7% | +5.3% |
| 30D | +22.9% | +3.2% | +19.7% | +22.3% |
| 3M | +19.6% | +7.7% | +12.0% | +18.2% |
| 6M | +16.5% | +12.5% | +4.0% | +13.9% |
| YTD | +86.7% | +6.0% | +80.7% | +84.6% |
| 1Y | +74.7% | +14.4% | +60.3% | +69.9% |
| 3Y | +102.6% | +127.5% | -25.0% | +83.0% |
| All | +214.3% | +190.0% | +24.3% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling