+124.3%
PM vs MAGS
+128.8%
-4.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | +1.2% | -2.5% | -1.2% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +5.8% | +3.8% | +2.0% | +6.0% |
| 6M | +10.6% | +13.2% | -2.7% | +11.1% |
| YTD | +17.2% | +4.7% | +12.4% | +17.4% |
| 1Y | +17.6% | +14.4% | +3.3% | +18.2% |
| 3Y | +124.3% | +128.6% | -4.3% | +114.1% |
| All | +124.3% | +128.8% | -4.5% | +114.1% |
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