+6.3%
MAGS vs ABCL
+138.2%
-131.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | -1.4% | -10.0% | +8.6% | -0.7% |
| 30D | -4.4% | -10.9% | +6.5% | -3.8% |
| 3M | +1.9% | +101.6% | -99.7% | -3.9% |
| 6M | +4.9% | +167.5% | -162.6% | -5.0% |
| YTD | +6.5% | +259.1% | -252.5% | -7.7% |
| 1Y | +6.3% | +152.2% | -145.8% | -2.5% |
| All | +6.3% | +138.2% | -131.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling