+173.6%
PSX vs MAGS
+187.1%
-13.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | +15.8% | +1.1% | +14.8% | +15.6% |
| 3M | +43.0% | +7.7% | +35.3% | +40.6% |
| 6M | +61.1% | +11.7% | +49.4% | +56.4% |
| YTD | +104.5% | +4.9% | +99.6% | +101.8% |
| 1Y | +102.5% | +14.3% | +88.2% | +94.4% |
| 3Y | +133.5% | +128.9% | +4.6% | +103.4% |
| All | +173.6% | +187.1% | -13.5% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling