+100.1%
IBM vs MAGS
+186.6%
-86.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | -1.5% | -0.1% | -1.4% | -1.5% |
| 3M | -16.8% | +3.8% | -20.6% | -17.8% |
| 6M | -9.0% | +13.2% | -22.3% | -12.5% |
| YTD | -20.1% | +4.7% | -24.8% | -21.4% |
| 1Y | -7.0% | +14.4% | -21.4% | -10.6% |
| 3Y | +72.4% | +128.6% | -56.2% | +44.9% |
| All | +100.1% | +186.6% | -86.5% | +61.8% |
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