-38.7%
ALB vs MAGS
+190.0%
-228.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.5% | -4.2% |
| 7D | -6.6% | +0.6% | -7.3% | -7.1% |
| 30D | -8.1% | +3.2% | -11.3% | -10.4% |
| 3M | -25.7% | +7.7% | -33.3% | -30.3% |
| 6M | -29.5% | +12.5% | -41.9% | -36.2% |
| YTD | -16.2% | +6.0% | -22.2% | -20.5% |
| 1Y | +59.2% | +14.4% | +44.9% | +41.8% |
| 3Y | -33.7% | +127.5% | -161.3% | -65.3% |
| All | -38.7% | +190.0% | -228.7% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling