+128.9%
PM vs MAGS
+184.5%
-55.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | -3.4% | -7.1% | +3.6% | -3.7% |
| 3M | +5.3% | -0.7% | +6.0% | +5.3% |
| 6M | +15.5% | -1.5% | +17.1% | +15.6% |
| YTD | +24.3% | +3.9% | +20.3% | +24.4% |
| 1Y | +29.7% | +3.1% | +26.6% | +29.8% |
| 3Y | +144.9% | +121.6% | +23.3% | +131.5% |
| All | +128.9% | +184.5% | -55.6% | +107.6% |
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