-22.6%
ADBE vs MAGS
+15.9%
-38.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.2% |
| 7D | -8.6% | +0.5% | -9.1% | -8.7% |
| 30D | +2.8% | +1.5% | +1.3% | +2.4% |
| 3M | +3.1% | +0.5% | +2.7% | +3.0% |
| 6M | -2.4% | +11.6% | -14.0% | -5.8% |
| YTD | -23.9% | +5.3% | -29.1% | -25.2% |
| 1Y | -22.6% | +14.9% | -37.5% | -23.3% |
| All | -22.6% | +15.9% | -38.5% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling