+13.6%
ABT vs MAGS
+184.9%
-171.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.3% |
| 30D | +6.0% | -5.8% | +11.8% | +5.9% |
| 3M | -1.9% | +0.2% | -2.1% | -1.9% |
| 6M | +31.2% | -2.7% | +33.8% | +31.2% |
| YTD | -11.2% | +4.1% | -15.3% | -11.3% |
| 1Y | -14.0% | +7.5% | -21.5% | -13.9% |
| 3Y | +20.7% | +122.0% | -101.4% | +18.4% |
| All | +13.6% | +184.9% | -171.3% | +7.7% |
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