+10.9%
SBUX vs MAGS
+122.1%
-111.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.6% | +1.7% | -0.1% | +1.0% |
| 30D | +14.8% | -5.8% | +20.6% | +17.0% |
| 3M | -0.8% | +0.2% | -1.0% | -1.2% |
| 6M | +2.2% | -2.7% | +4.9% | +2.7% |
| YTD | +29.5% | +4.1% | +25.4% | +26.2% |
| 1Y | +27.0% | +7.5% | +19.5% | +22.2% |
| 3Y | +10.9% | +122.0% | -111.1% | -17.1% |
| All | +10.9% | +122.1% | -111.2% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling