+189.1%
MAGS vs ABCL
+60.9%
+128.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.2% |
| 7D | +3.0% | +4.4% | -1.4% | +2.6% |
| 30D | -7.3% | -7.9% | +0.5% | -6.8% |
| 3M | +1.7% | +12.2% | -10.5% | +0.1% |
| 6M | -0.4% | +134.7% | -135.1% | -9.8% |
| YTD | +4.4% | +239.8% | -235.4% | -9.7% |
| 1Y | +5.1% | +192.7% | -187.6% | -7.9% |
| 3Y | +122.6% | +187.6% | -65.0% | +84.2% |
| All | +189.1% | +60.9% | +128.1% | +144.9% |
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