-28.3%
PYPL vs MAGS
+187.7%
-216.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -4.3% | +0.8% | -5.2% | -4.7% |
| 30D | -11.5% | +0.4% | -11.9% | -11.7% |
| 3M | +26.1% | +5.6% | +20.6% | +21.9% |
| 6M | +13.7% | +12.3% | +1.4% | +5.7% |
| YTD | -9.8% | +5.1% | -14.9% | -12.6% |
| 1Y | -22.1% | +14.0% | -36.0% | -27.9% |
| 3Y | -13.5% | +129.4% | -142.9% | -48.7% |
| All | -28.3% | +187.7% | -216.0% | -65.5% |
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 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