+9.7%
PSA vs MAGS
+188.2%
-178.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | -7.7% | +1.5% | -9.2% | -7.9% |
| 3M | -0.6% | +0.5% | -1.1% | -0.7% |
| 6M | -0.9% | +11.6% | -12.5% | -2.1% |
| YTD | +18.7% | +5.3% | +13.4% | +17.7% |
| 1Y | +7.6% | +14.9% | -7.2% | +5.9% |
| 3Y | +23.7% | +128.9% | -105.2% | +9.8% |
| All | +9.7% | +188.2% | -178.4% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling