-28.2%
ADBE vs MAGS
+188.2%
-216.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -6.0% |
| 7D | -8.6% | +0.5% | -9.1% | -8.8% |
| 30D | +2.8% | +1.5% | +1.3% | +2.1% |
| 3M | +3.1% | +0.5% | +2.7% | +2.7% |
| 6M | -2.4% | +11.6% | -14.0% | -8.6% |
| YTD | -23.9% | +5.3% | -29.1% | -26.3% |
| 1Y | -22.6% | +14.9% | -37.5% | -29.1% |
| 3Y | -52.7% | +128.9% | -181.6% | -74.6% |
| All | -28.2% | +188.2% | -216.4% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling