-3.0%
ILMN vs MAGS
+184.5%
-187.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | -9.8% | -0.3% | -9.5% | -9.6% |
| 30D | -22.7% | -7.1% | -15.7% | -19.9% |
| 3M | +12.1% | -0.7% | +12.8% | +12.9% |
| 6M | +51.5% | -1.5% | +53.0% | +52.7% |
| YTD | +63.9% | +3.9% | +59.9% | +60.7% |
| 1Y | +76.6% | +3.1% | +73.5% | +73.8% |
| 3Y | +124.6% | +121.6% | +3.0% | +59.6% |
| All | -3.0% | +184.5% | -187.5% | -35.4% |
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 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