+6.3%
BMY vs MAGS
+184.9%
-178.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +2.1% | +1.7% | +0.4% | +2.1% |
| 30D | +7.0% | -5.8% | +12.8% | +6.9% |
| 3M | -0.9% | +0.2% | -1.1% | -0.9% |
| 6M | +14.9% | -2.7% | +17.6% | +14.8% |
| YTD | +22.8% | +4.1% | +18.7% | +22.6% |
| 1Y | +36.2% | +7.5% | +28.7% | +36.1% |
| 3Y | +45.7% | +122.0% | -76.4% | +43.4% |
| All | +6.3% | +184.9% | -178.6% | +5.0% |
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 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