+188.2%
MAGS vs ABCL
+59.1%
+129.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.7% | -3.3% | +5.0% | +2.0% |
| 30D | -5.8% | -7.1% | +1.3% | -5.3% |
| 3M | +0.2% | +4.7% | -4.5% | -0.7% |
| 6M | -2.7% | +140.9% | -143.5% | -12.0% |
| YTD | +4.1% | +236.0% | -231.9% | -9.9% |
| 1Y | +7.5% | +217.4% | -209.9% | -6.5% |
| 3Y | +122.0% | +188.7% | -66.6% | +83.8% |
| All | +188.2% | +59.1% | +129.1% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling