-34.5%
ADBE vs MAGS
+184.9%
-219.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +1.6% | +1.7% | -0.1% | +0.7% |
| 30D | +1.0% | -5.8% | +6.8% | +3.8% |
| 3M | -10.1% | +0.2% | -10.4% | -10.7% |
| 6M | +3.0% | -2.7% | +5.6% | +3.6% |
| YTD | -30.5% | +4.1% | -34.6% | -32.7% |
| 1Y | -27.1% | +7.5% | -34.6% | -30.8% |
| 3Y | -58.8% | +122.0% | -180.9% | -77.5% |
| All | -34.5% | +184.9% | -219.4% | -70.5% |
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