+7.4%
SLB vs MAGS
+186.7%
-179.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.2% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | +2.9% | -6.3% | +9.3% | +5.0% |
| 3M | +0.2% | -0.1% | +0.3% | +0.1% |
| 6M | -4.4% | -0.8% | -3.7% | -4.5% |
| YTD | +33.4% | +4.7% | +28.7% | +30.8% |
| 1Y | +40.8% | +6.8% | +34.0% | +37.0% |
| 3Y | +3.2% | +128.9% | -125.7% | -15.4% |
| All | +7.4% | +186.7% | -179.3% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling