-11.8%
PYPL vs MAGS
+128.8%
-140.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.1% |
| 30D | -9.7% | -0.1% | -9.6% | -9.7% |
| 3M | +29.2% | +3.8% | +25.4% | +26.2% |
| 6M | +13.9% | +13.2% | +0.6% | +5.5% |
| YTD | -8.1% | +4.7% | -12.8% | -10.7% |
| 1Y | -21.4% | +14.4% | -35.8% | -27.3% |
| 3Y | -11.8% | +128.6% | -140.4% | -45.8% |
| All | -11.8% | +128.8% | -140.6% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling