+95.5%
PSX vs MAGS
+5.6%
+89.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.7% |
| 7D | +7.8% | +1.7% | +6.1% | +8.3% |
| 30D | -10.9% | -5.8% | -5.1% | -12.4% |
| 3M | +14.5% | +0.2% | +14.2% | +15.0% |
| 6M | +56.1% | -2.7% | +58.8% | +54.6% |
| YTD | +109.6% | +4.1% | +105.5% | +116.5% |
| 1Y | +95.5% | +7.5% | +88.0% | +102.5% |
| All | +95.5% | +5.6% | +89.9% | +102.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling