+187.8%
MAGS vs ABCL
+72.6%
+115.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.5% |
| 30D | -7.1% | -0.7% | -6.4% | -7.2% |
| 3M | -0.7% | +33.4% | -34.1% | -3.7% |
| 6M | -1.5% | +137.8% | -139.3% | -10.9% |
| YTD | +3.9% | +264.3% | -260.4% | -10.7% |
| 1Y | +3.1% | +209.2% | -206.1% | -10.0% |
| 3Y | +121.6% | +208.4% | -86.8% | +82.2% |
| All | +187.8% | +72.6% | +115.2% | +142.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling