-51.2%
ALB vs MAGS
+184.9%
-236.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -5.8% | +1.7% | -7.4% | -6.9% |
| 30D | -4.5% | -5.8% | +1.2% | -0.4% |
| 3M | -28.1% | +0.2% | -28.3% | -28.6% |
| 6M | -53.2% | -2.7% | -50.5% | -52.6% |
| YTD | -33.3% | +4.1% | -37.4% | -36.1% |
| 1Y | -17.4% | +7.5% | -24.9% | -23.0% |
| 3Y | -14.1% | +122.0% | -136.2% | -54.6% |
| All | -51.2% | +184.9% | -236.1% | -77.4% |
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