+193.4%
MAGS vs ZBH
-26.1%
+219.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +0.6% | -4.7% | +5.3% | +0.9% |
| 30D | +3.2% | -4.5% | +7.7% | +3.5% |
| 3M | +7.7% | +7.6% | +0.1% | +7.1% |
| 6M | +12.5% | +0.3% | +12.2% | +12.4% |
| YTD | +6.0% | +4.5% | +1.4% | +5.5% |
| 1Y | +14.4% | -9.4% | +23.8% | +15.1% |
| 3Y | +127.5% | -21.5% | +149.0% | +130.1% |
| All | +193.4% | -26.1% | +219.5% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling