+21.7%
SLB vs MAGS
+187.7%
-166.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | +0.8% | -2.7% | -2.1% |
| 30D | +7.8% | +0.4% | +7.4% | +7.6% |
| 3M | +2.7% | +5.6% | -2.9% | +0.7% |
| 6M | +22.2% | +12.3% | +9.8% | +17.3% |
| YTD | +51.1% | +5.1% | +46.0% | +48.1% |
| 1Y | +63.3% | +14.0% | +49.4% | +55.5% |
| 3Y | +2.4% | +129.4% | -127.0% | -16.1% |
| All | +21.7% | +187.7% | -166.0% | -2.2% |
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