+79.7%
JNJ vs MAGS
+187.7%
-108.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.7% |
| 7D | -3.0% | +0.8% | -3.8% | -2.9% |
| 30D | +2.5% | +0.4% | +2.1% | +2.6% |
| 3M | +13.2% | +5.6% | +7.7% | +14.1% |
| 6M | +11.3% | +12.3% | -1.0% | +12.8% |
| YTD | +31.1% | +5.1% | +26.0% | +32.1% |
| 1Y | +54.3% | +14.0% | +40.4% | +56.7% |
| 3Y | +81.1% | +129.4% | -48.2% | +89.8% |
| All | +79.7% | +187.7% | -108.0% | +86.8% |
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 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