+191.0%
MAGS vs ABCL
+53.0%
+138.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | +0.8% | -2.7% | +3.5% | +1.1% |
| 30D | +0.4% | +18.3% | -17.9% | -1.3% |
| 3M | +5.6% | +108.5% | -102.9% | -2.6% |
| 6M | +12.3% | +213.9% | -201.6% | -1.2% |
| YTD | +5.1% | +223.1% | -218.0% | -8.4% |
| 1Y | +14.0% | +160.6% | -146.7% | +0.9% |
| 3Y | +129.4% | +104.3% | +25.1% | +92.6% |
| All | +191.0% | +53.0% | +138.0% | +148.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling