+1,860.7%
PLTR vs MAGS
+184.5%
+1,676.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.7% |
| 7D | -3.8% | -0.3% | -3.5% | -3.2% |
| 30D | -19.2% | -7.1% | -12.2% | -11.3% |
| 3M | -3.7% | -0.7% | -2.9% | -2.3% |
| 6M | +22.5% | -1.5% | +24.0% | +25.2% |
| YTD | -5.0% | +3.9% | -9.0% | -9.2% |
| 1Y | -12.8% | +3.1% | -15.9% | -15.4% |
| 3Y | +758.3% | +121.6% | +636.6% | +223.4% |
| All | +1,860.7% | +184.5% | +1,676.3% | +515.2% |
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