+213.0%
PH vs MAGS
+184.9%
+28.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.3% | +1.7% | +2.7% | +3.5% |
| 30D | +0.1% | -5.8% | +5.9% | +3.2% |
| 3M | -9.4% | +0.2% | -9.6% | -9.6% |
| 6M | +8.8% | -2.7% | +11.4% | +9.7% |
| YTD | +9.6% | +4.1% | +5.5% | +6.2% |
| 1Y | +14.4% | +7.5% | +6.9% | +8.9% |
| 3Y | +134.5% | +122.0% | +12.5% | +55.3% |
| All | +213.0% | +184.9% | +28.1% | +91.8% |
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