+75.8%
ALB vs MAGS
+14.5%
+61.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -8.6% | +0.8% | -9.4% | -9.1% |
| 30D | -4.0% | +0.4% | -4.4% | -4.3% |
| 3M | -17.4% | +5.6% | -23.0% | -20.2% |
| 6M | -25.4% | +12.3% | -37.7% | -30.6% |
| YTD | -10.5% | +5.1% | -15.6% | -12.5% |
| 1Y | +75.8% | +14.0% | +61.9% | +55.7% |
| All | +75.8% | +14.5% | +61.4% | +55.7% |
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