+191.5%
MAGS vs GSK
+51.2%
+140.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | +0.5% | -1.8% | +2.4% | +0.5% |
| 30D | +1.5% | -2.2% | +3.7% | +1.5% |
| 3M | +0.5% | -1.8% | +2.3% | +0.5% |
| 6M | +11.6% | -10.6% | +22.2% | +11.6% |
| YTD | +5.3% | +4.4% | +0.9% | +5.4% |
| 1Y | +14.9% | +30.4% | -15.5% | +15.2% |
| 3Y | +128.9% | +60.1% | +68.8% | +127.6% |
| All | +191.5% | +51.2% | +140.3% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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