+94.2%
ILMN vs MAGS
+125.8%
-31.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.0% |
| 7D | -9.7% | -1.4% | -8.3% | -9.0% |
| 30D | -20.4% | -8.4% | -12.0% | -16.9% |
| 3M | +10.0% | -1.5% | +11.6% | +11.3% |
| 6M | +49.5% | -1.4% | +50.8% | +50.6% |
| YTD | +62.5% | +2.4% | +60.1% | +60.6% |
| 1Y | +76.0% | +3.5% | +72.5% | +72.9% |
| 3Y | +94.2% | +125.3% | -31.1% | +58.2% |
| All | +94.2% | +125.8% | -31.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling