+112.2%
IBM vs MAGS
+186.7%
-74.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.2% |
| 7D | -2.5% | +1.3% | -3.9% | -2.9% |
| 30D | +8.4% | -6.3% | +14.7% | +10.3% |
| 3M | +4.5% | -0.1% | +4.5% | +4.4% |
| 6M | +7.9% | -0.8% | +8.6% | +7.8% |
| YTD | -15.2% | +4.7% | -20.0% | -16.7% |
| 1Y | -17.6% | +6.8% | -24.4% | -19.5% |
| 3Y | +82.1% | +128.9% | -46.9% | +52.3% |
| All | +112.2% | +186.7% | -74.5% | +71.4% |
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