-4.7%
ILMN vs MAGS
+186.6%
-191.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.0% |
| 7D | +1.9% | +1.2% | +0.7% | +1.4% |
| 30D | +12.3% | -0.1% | +12.4% | +12.4% |
| 3M | +33.5% | +3.8% | +29.7% | +31.0% |
| 6M | +69.4% | +13.2% | +56.1% | +59.5% |
| YTD | +60.9% | +4.7% | +56.2% | +56.7% |
| 1Y | +115.0% | +14.4% | +100.6% | +100.9% |
| 3Y | +37.0% | +128.6% | -91.5% | -4.1% |
| All | -4.7% | +186.6% | -191.4% | -37.1% |
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