+83.9%
ROKU vs MAGS
+128.4%
-44.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.5% |
| 7D | -0.4% | +0.6% | -1.1% | -1.1% |
| 30D | +2.1% | +3.2% | -1.2% | -1.4% |
| 3M | +29.5% | +7.7% | +21.8% | +18.3% |
| 6M | +53.8% | +12.5% | +41.3% | +34.4% |
| YTD | +42.8% | +6.0% | +36.8% | +33.1% |
| 1Y | +60.7% | +14.4% | +46.4% | +37.4% |
| 3Y | +83.9% | +127.5% | -43.6% | -24.1% |
| All | +83.9% | +128.4% | -44.5% | -24.1% |
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