+61.5%
ALB vs MAGS
+15.9%
+45.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.7% |
| 7D | -8.1% | +0.5% | -8.6% | -8.4% |
| 30D | +6.3% | +1.5% | +4.8% | +5.4% |
| 3M | -23.6% | +0.5% | -24.0% | -23.4% |
| 6M | -24.6% | +11.6% | -36.2% | -29.2% |
| YTD | -10.3% | +5.3% | -15.5% | -12.4% |
| 1Y | +61.5% | +14.9% | +46.6% | +48.2% |
| All | +61.5% | +15.9% | +45.6% | +48.2% |
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