+7.6%
SBUX vs MAGS
+188.2%
-180.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -3.1% | +0.5% | -3.7% | -3.3% |
| 30D | -0.9% | +1.5% | -2.4% | -1.4% |
| 3M | +11.6% | +0.5% | +11.1% | +11.1% |
| 6M | +8.8% | +11.6% | -2.8% | +3.9% |
| YTD | +26.3% | +5.3% | +21.0% | +23.1% |
| 1Y | +23.1% | +14.9% | +8.2% | +15.7% |
| 3Y | +15.0% | +128.9% | -113.9% | -16.3% |
| All | +7.6% | +188.2% | -180.5% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling