+92.2%
JNJ vs MAGS
+184.9%
-92.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +3.5% | +1.7% | +1.8% | +3.6% |
| 30D | +12.5% | -5.8% | +18.3% | +11.8% |
| 3M | +9.6% | +0.2% | +9.3% | +9.6% |
| 6M | +25.3% | -2.7% | +28.0% | +25.3% |
| YTD | +40.3% | +4.1% | +36.2% | +41.2% |
| 1Y | +49.6% | +7.5% | +42.1% | +51.1% |
| 3Y | +110.8% | +122.0% | -11.3% | +120.8% |
| All | +92.2% | +184.9% | -92.7% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling