+106.9%
IBM vs MAGS
+187.7%
-80.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +3.6% | +0.8% | +2.7% | +3.3% |
| 30D | +1.5% | +0.4% | +1.1% | +1.4% |
| 3M | -12.9% | +5.6% | -18.5% | -14.4% |
| 6M | -3.9% | +12.3% | -16.2% | -7.3% |
| YTD | -17.3% | +5.1% | -22.4% | -18.8% |
| 1Y | -5.0% | +14.0% | -19.0% | -8.6% |
| 3Y | +78.2% | +129.4% | -51.2% | +49.7% |
| All | +106.9% | +187.7% | -80.8% | +67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling