+78.8%
ABBV vs MAGS
+187.1%
-108.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -2.0% | -1.8% | -0.2% | -2.1% |
| 30D | +2.0% | +1.1% | +0.9% | +2.0% |
| 3M | +14.2% | +7.7% | +6.4% | +14.5% |
| 6M | +14.1% | +11.7% | +2.4% | +14.2% |
| YTD | +14.2% | +4.9% | +9.4% | +14.3% |
| 1Y | +24.2% | +14.3% | +9.9% | +24.3% |
| 3Y | +89.8% | +128.9% | -39.1% | +96.7% |
| All | +78.8% | +187.1% | -108.3% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling