+22.4%
PSA vs MAGS
+185.8%
-163.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +3.0% | -5.1% | -2.3% |
| 30D | +15.6% | -7.3% | +22.9% | +16.3% |
| 3M | +4.1% | +1.7% | +2.4% | +3.8% |
| 6M | +9.2% | -0.4% | +9.6% | +9.1% |
| YTD | +32.3% | +4.4% | +27.9% | +31.3% |
| 1Y | +26.2% | +5.1% | +21.1% | +25.1% |
| 3Y | +53.7% | +122.6% | -69.0% | +37.4% |
| All | +22.4% | +185.8% | -163.4% | +9.2% |
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 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