+6.3%
MAGS vs TEVA
+106.6%
-100.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | -1.4% | +4.7% | -6.1% | -1.8% |
| 30D | -4.4% | +5.5% | -9.9% | -4.9% |
| 3M | +1.9% | +21.6% | -19.6% | +0.1% |
| 6M | +4.9% | +18.4% | -13.4% | +3.6% |
| YTD | +6.5% | +34.1% | -27.5% | +2.7% |
| 1Y | +6.3% | +104.5% | -98.2% | -0.6% |
| All | +6.3% | +106.6% | -100.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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