+3.9%
MAGS vs ABCL
+199.8%
-195.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +1.9% |
| 7D | +1.3% | +12.4% | -11.1% | +0.4% |
| 30D | -6.3% | -0.4% | -6.0% | -6.5% |
| 3M | -0.1% | +80.4% | -80.4% | -4.7% |
| 6M | -0.8% | +138.5% | -139.3% | -8.8% |
| YTD | +4.7% | +265.5% | -260.8% | -9.5% |
| All | +3.9% | +199.8% | -195.9% | -7.8% |
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