+173.7%
PSX vs MAGS
+185.9%
-12.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.4% | -2.0% | +1.6% | 0.0% |
| 30D | -8.1% | -6.9% | -1.2% | -7.0% |
| 3M | +15.9% | +0.7% | +15.3% | +15.6% |
| 6M | +49.4% | -0.8% | +50.2% | +49.1% |
| YTD | +104.7% | +4.4% | +100.2% | +101.9% |
| 1Y | +89.1% | +3.9% | +85.2% | +86.6% |
| 3Y | +151.7% | +122.7% | +29.0% | +119.8% |
| All | +173.7% | +185.9% | -12.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling