+22.1%
ALNY vs MAGS
+128.4%
-106.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.1% |
| 7D | -6.5% | +0.6% | -7.2% | -6.7% |
| 30D | +11.0% | +3.2% | +7.8% | +9.9% |
| 3M | -14.1% | +7.7% | -21.7% | -16.4% |
| 6M | -22.4% | +12.5% | -34.8% | -26.0% |
| YTD | -37.5% | +6.0% | -43.4% | -39.1% |
| 1Y | -46.9% | +14.4% | -61.3% | -49.8% |
| 3Y | +22.1% | +127.5% | -105.5% | -8.0% |
| All | +22.1% | +128.4% | -106.3% | -8.0% |
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