+285.6%
JBL vs MAGS
+190.0%
+95.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.0% |
| 30D | -13.1% | +3.2% | -16.3% | -15.1% |
| 3M | -15.6% | +7.7% | -23.3% | -20.3% |
| 6M | +24.6% | +12.5% | +12.1% | +14.1% |
| YTD | +39.6% | +6.0% | +33.6% | +33.2% |
| 1Y | +48.6% | +14.4% | +34.2% | +34.6% |
| 3Y | +197.3% | +127.5% | +69.7% | +69.1% |
| All | +285.6% | +190.0% | +95.5% | +90.0% |
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