-34.5%
ALB vs MAGS
+187.7%
-222.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.1% |
| 7D | -8.6% | +0.8% | -9.4% | -9.2% |
| 30D | -4.0% | +0.4% | -4.4% | -4.4% |
| 3M | -17.4% | +5.6% | -23.0% | -21.2% |
| 6M | -25.4% | +12.3% | -37.7% | -32.5% |
| YTD | -10.5% | +5.1% | -15.6% | -14.6% |
| 1Y | +75.8% | +14.0% | +61.9% | +57.0% |
| 3Y | -28.5% | +129.4% | -157.9% | -62.6% |
| All | -34.5% | +187.7% | -222.2% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling