+271.8%
PWR vs MAGS
+185.8%
+86.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +19.1% | +3.0% | +16.1% | +17.0% |
| 30D | -12.0% | -7.3% | -4.7% | -7.4% |
| 3M | -10.6% | +1.7% | -12.3% | -11.3% |
| 6M | -20.8% | -0.4% | -20.4% | -20.7% |
| YTD | +43.7% | +4.4% | +39.3% | +39.1% |
| 1Y | +35.0% | +5.1% | +29.9% | +30.3% |
| 3Y | +249.4% | +122.6% | +126.8% | +126.1% |
| All | +271.8% | +185.8% | +86.0% | +123.6% |
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