+131.7%
QQQ vs MAGS
+186.6%
-54.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.5% | +1.2% | +0.3% | +0.6% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | +0.4% | +3.8% | -3.4% | -2.4% |
| 6M | +20.1% | +13.2% | +6.8% | +9.7% |
| YTD | +17.2% | +4.7% | +12.5% | +13.0% |
| 1Y | +24.7% | +14.4% | +10.3% | +13.0% |
| 3Y | +96.2% | +128.6% | -32.4% | +9.0% |
| All | +131.7% | +186.6% | -54.9% | +10.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling