+65.2%
ALAB vs MAGS
+15.9%
+49.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +11.9% |
| 7D | +7.2% | +0.5% | +6.7% | +6.0% |
| 30D | -2.5% | +1.5% | -4.0% | -5.2% |
| 3M | -13.3% | +0.5% | -13.8% | -14.0% |
| 6M | +172.8% | +11.6% | +161.2% | +127.9% |
| YTD | +86.6% | +5.3% | +81.3% | +71.6% |
| 1Y | +65.2% | +14.9% | +50.3% | +57.2% |
| All | +65.2% | +15.9% | +49.3% | +57.2% |
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