+7.6%
ABT vs MAGS
+187.1%
-179.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -5.0% | -1.8% | -3.2% | -5.0% |
| 30D | -5.8% | +1.1% | -6.9% | -5.8% |
| 3M | +16.7% | +7.7% | +9.0% | +16.9% |
| 6M | -5.2% | +11.7% | -17.0% | -5.2% |
| YTD | -16.0% | +4.9% | -20.9% | -16.0% |
| 1Y | -18.3% | +14.3% | -32.6% | -18.2% |
| 3Y | +9.2% | +128.9% | -119.7% | +7.2% |
| All | +7.6% | +187.1% | -179.5% | +2.0% |
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