+47.1%
ADP vs MAGS
+122.1%
-75.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +2.2% | +1.7% | +0.5% | +2.0% |
| 30D | +10.6% | -5.8% | +16.3% | +11.3% |
| 3M | +12.9% | +0.2% | +12.7% | +12.6% |
| 6M | +50.6% | -2.7% | +53.3% | +50.7% |
| YTD | +23.2% | +4.1% | +19.1% | +22.0% |
| 1Y | +25.3% | +7.5% | +17.7% | +23.4% |
| 3Y | +47.1% | +122.0% | -74.9% | +34.0% |
| All | +47.1% | +122.1% | -75.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling