+269.2%
PWR vs MAGS
+184.9%
+84.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +11.3% | +1.7% | +9.6% | +10.3% |
| 30D | -8.9% | -5.8% | -3.1% | -5.1% |
| 3M | -10.5% | +0.2% | -10.8% | -10.4% |
| 6M | -22.2% | -2.7% | -19.5% | -20.9% |
| YTD | +42.7% | +4.1% | +38.7% | +38.4% |
| 1Y | +41.1% | +7.5% | +33.6% | +34.1% |
| 3Y | +242.7% | +122.0% | +120.7% | +122.1% |
| All | +269.2% | +184.9% | +84.3% | +122.4% |
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