+16.8%
PM vs MAGS
+14.5%
+2.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.6% |
| 7D | -1.2% | +0.8% | -2.0% | -1.1% |
| 30D | -0.2% | +0.4% | -0.6% | -0.1% |
| 3M | +4.9% | +5.6% | -0.7% | +5.9% |
| 6M | +9.0% | +12.3% | -3.3% | +10.5% |
| YTD | +17.8% | +5.1% | +12.7% | +17.5% |
| 1Y | +16.8% | +14.0% | +2.8% | +20.6% |
| All | +16.8% | +14.5% | +2.3% | +20.6% |
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 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