+217.0%
PBR vs MAGS
+187.1%
+29.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +4.2% | -1.8% | +6.0% | +4.5% |
| 30D | +22.7% | +1.1% | +21.7% | +22.5% |
| 3M | +21.5% | +7.7% | +13.8% | +20.0% |
| 6M | +24.0% | +11.7% | +12.3% | +21.3% |
| YTD | +88.2% | +4.9% | +83.4% | +86.4% |
| 1Y | +74.8% | +14.3% | +60.5% | +69.9% |
| 3Y | +105.1% | +128.9% | -23.8% | +86.0% |
| All | +217.0% | +187.1% | +29.9% | +195.2% |
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