-32.9%
ADBE vs MAGS
+187.1%
-220.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -12.9% | -1.8% | -11.1% | -12.0% |
| 30D | -5.6% | +1.1% | -6.7% | -6.1% |
| 3M | +6.6% | +7.7% | -1.1% | +2.3% |
| 6M | -9.6% | +11.7% | -21.3% | -15.3% |
| YTD | -28.9% | +4.9% | -33.8% | -31.0% |
| 1Y | -28.9% | +14.3% | -43.3% | -34.7% |
| 3Y | -55.6% | +128.9% | -184.5% | -76.2% |
| All | -32.9% | +187.1% | -220.0% | -69.8% |
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