+191.5%
MAGS vs ABCL
+58.3%
+133.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | +1.5% | +93.1% | -91.6% | -5.1% |
| 3M | +0.5% | +79.4% | -79.0% | -5.9% |
| 6M | +11.6% | +214.9% | -203.3% | -1.8% |
| YTD | +5.3% | +234.2% | -228.9% | -8.5% |
| 1Y | +14.9% | +174.8% | -159.9% | +1.2% |
| 3Y | +128.9% | +104.5% | +24.4% | +91.8% |
| All | +191.5% | +58.3% | +133.2% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling