+24.5%
ALAB vs MAGS
+5.9%
+18.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.7% | -8.2% |
| 7D | -24.9% | -1.4% | -23.5% | -23.0% |
| 30D | -38.4% | -4.4% | -34.0% | -32.9% |
| 3M | -38.3% | +1.9% | -40.2% | -39.2% |
| 6M | +10.9% | +4.9% | +6.0% | +4.5% |
| YTD | +34.2% | +6.5% | +27.7% | +23.3% |
| 1Y | +24.5% | +6.3% | +18.2% | +14.9% |
| All | +24.5% | +5.9% | +18.7% | +14.9% |
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