+146.0%
PM vs MAGS
+125.8%
+20.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.7% |
| 7D | -5.2% | -1.4% | -3.8% | -5.3% |
| 30D | +2.7% | -8.4% | +11.1% | +2.2% |
| 3M | +6.1% | -1.5% | +7.7% | +6.0% |
| 6M | +18.0% | -1.4% | +19.4% | +18.0% |
| YTD | +26.6% | +2.4% | +24.2% | +26.7% |
| 1Y | +36.7% | +3.5% | +33.2% | +37.0% |
| 3Y | +146.0% | +125.3% | +20.7% | +139.9% |
| All | +146.0% | +125.8% | +20.2% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling