+115.5%
IBM vs MAGS
+185.9%
-70.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | +10.1% | -6.9% | +17.0% | +12.2% |
| 3M | +4.8% | +0.7% | +4.2% | +4.5% |
| 6M | +12.6% | -0.8% | +13.4% | +12.5% |
| YTD | -13.9% | +4.4% | -18.3% | -15.4% |
| 1Y | -18.7% | +3.9% | -22.6% | -20.0% |
| 3Y | +81.9% | +122.7% | -40.8% | +52.6% |
| All | +115.5% | +185.9% | -70.4% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling