+190.0%
MAGS vs ZBH
-25.5%
+215.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.3% |
| 7D | +1.2% | -5.2% | +6.4% | +1.5% |
| 30D | -0.1% | -2.4% | +2.3% | 0.0% |
| 3M | +3.8% | +8.3% | -4.4% | +3.3% |
| 6M | +13.2% | +0.7% | +12.6% | +13.2% |
| YTD | +4.7% | +5.3% | -0.6% | +4.3% |
| 1Y | +14.4% | -9.1% | +23.5% | +15.1% |
| 3Y | +128.6% | -19.7% | +148.2% | +130.8% |
| All | +190.0% | -25.5% | +215.5% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling