+1,826.4%
PLTR vs MAGS
+187.1%
+1,639.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -1.9% |
| 7D | -9.1% | -1.8% | -7.4% | -7.1% |
| 30D | -5.2% | +1.1% | -6.3% | -6.2% |
| 3M | +27.4% | +7.7% | +19.7% | +16.6% |
| 6M | +9.7% | +11.7% | -2.0% | -4.4% |
| YTD | -6.7% | +4.9% | -11.6% | -12.1% |
| 1Y | -0.5% | +14.3% | -14.9% | -14.8% |
| 3Y | +996.2% | +128.9% | +867.3% | +297.1% |
| All | +1,826.4% | +187.1% | +1,639.3% | +495.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling