+115.0%
ILMN vs MAGS
+13.9%
+101.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | +1.9% | +1.2% | +0.7% | +1.5% |
| 30D | +12.3% | -0.1% | +12.4% | +12.3% |
| 3M | +33.5% | +3.8% | +29.7% | +31.2% |
| 6M | +69.4% | +13.2% | +56.1% | +59.6% |
| YTD | +60.9% | +4.7% | +56.2% | +58.4% |
| 1Y | +115.0% | +14.4% | +100.6% | +91.4% |
| All | +115.0% | +13.9% | +101.1% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling