+6.1%
ABT vs MAGS
+190.0%
-183.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.3% |
| 7D | -5.9% | +0.6% | -6.5% | -5.9% |
| 30D | -8.1% | +3.2% | -11.3% | -8.0% |
| 3M | +14.5% | +7.7% | +6.9% | +14.7% |
| 6M | -6.3% | +12.5% | -18.7% | -6.2% |
| YTD | -17.1% | +6.0% | -23.1% | -17.1% |
| 1Y | -21.4% | +14.4% | -35.7% | -21.3% |
| 3Y | +5.9% | +127.5% | -121.6% | +4.2% |
| All | +6.1% | +190.0% | -183.9% | +0.6% |
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