+1,924.7%
PLTR vs MAGS
+188.2%
+1,736.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -2.8% |
| 7D | -6.4% | +0.5% | -7.0% | -6.9% |
| 30D | +10.0% | +1.5% | +8.5% | +8.4% |
| 3M | +23.0% | +0.5% | +22.6% | +22.6% |
| 6M | +13.8% | +11.6% | +2.2% | -0.9% |
| YTD | -1.9% | +5.3% | -7.2% | -8.0% |
| 1Y | +11.6% | +14.9% | -3.2% | -4.9% |
| 3Y | +1,048.4% | +128.9% | +919.5% | +315.9% |
| All | +1,924.7% | +188.2% | +1,736.6% | +523.4% |
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