+29.7%
PM vs MAGS
+4.1%
+25.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.5% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | -3.4% | -7.1% | +3.6% | -4.2% |
| 3M | +5.3% | -0.7% | +6.0% | +5.1% |
| 6M | +15.5% | -1.5% | +17.1% | +15.8% |
| YTD | +24.3% | +3.9% | +20.3% | +24.0% |
| 1Y | +29.7% | +3.1% | +26.6% | +29.2% |
| All | +29.7% | +4.1% | +25.6% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling