+208.8%
PBR vs MAGS
+186.6%
+22.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.6% |
| 7D | +2.5% | +1.2% | +1.2% | +2.3% |
| 30D | +19.4% | -0.1% | +19.5% | +19.4% |
| 3M | +20.8% | +3.8% | +17.0% | +20.0% |
| 6M | +23.5% | +13.2% | +10.2% | +20.5% |
| YTD | +83.4% | +4.7% | +78.7% | +81.7% |
| 1Y | +77.6% | +14.4% | +63.2% | +72.5% |
| 3Y | +99.9% | +128.6% | -28.7% | +81.2% |
| All | +208.8% | +186.6% | +22.2% | +187.7% |
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