-26.4%
ALB vs MAGS
+128.8%
-155.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | -4.4% | +1.2% | -5.6% | -5.4% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | -13.3% | +3.8% | -17.1% | -16.4% |
| 6M | -19.8% | +13.2% | -33.0% | -28.2% |
| YTD | -7.9% | +4.7% | -12.6% | -12.0% |
| 1Y | +60.2% | +14.4% | +45.8% | +41.7% |
| 3Y | -26.4% | +128.6% | -155.0% | -63.8% |
| All | -26.4% | +128.8% | -155.2% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling