-0.4%
ILMN vs MAGS
+186.7%
-187.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.5% |
| 7D | -2.6% | +1.3% | -3.9% | -3.0% |
| 30D | -20.6% | -6.3% | -14.3% | -18.0% |
| 3M | +17.5% | -0.1% | +17.5% | +18.0% |
| 6M | +55.6% | -0.8% | +56.4% | +56.3% |
| YTD | +68.3% | +4.7% | +63.6% | +64.5% |
| 1Y | +81.1% | +6.8% | +74.3% | +75.3% |
| 3Y | +112.2% | +128.9% | -16.8% | +48.6% |
| All | -0.4% | +186.7% | -187.1% | -33.9% |
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