+276.5%
JBL vs MAGS
+188.2%
+88.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.5% |
| 7D | +3.0% | +0.5% | +2.5% | +2.6% |
| 30D | -8.3% | +1.5% | -9.8% | -9.4% |
| 3M | -16.9% | +0.5% | -17.4% | -17.5% |
| 6M | +21.8% | +11.6% | +10.2% | +12.2% |
| YTD | +36.3% | +5.3% | +31.0% | +30.6% |
| 1Y | +49.5% | +14.9% | +34.6% | +34.9% |
| 3Y | +170.6% | +128.9% | +41.7% | +53.6% |
| All | +276.5% | +188.2% | +88.3% | +86.3% |
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