+77.8%
JNJ vs MAGS
+128.4%
-50.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | -3.5% | +0.6% | -4.2% | -3.4% |
| 30D | +2.3% | +3.2% | -0.9% | +2.7% |
| 3M | +12.0% | +7.7% | +4.3% | +13.1% |
| 6M | +10.5% | +12.5% | -2.0% | +12.1% |
| YTD | +30.4% | +6.0% | +24.4% | +31.5% |
| 1Y | +52.1% | +14.4% | +37.8% | +54.7% |
| 3Y | +77.8% | +127.5% | -49.7% | +84.8% |
| All | +77.8% | +128.4% | -50.6% | +84.8% |
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