+63.5%
SLB vs MAGS
+14.1%
+49.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +13.6% | -0.1% | +13.7% | +13.6% |
| 3M | +1.5% | +3.8% | -2.3% | +1.1% |
| 6M | +23.0% | +13.2% | +9.8% | +20.6% |
| YTD | +51.2% | +4.7% | +46.5% | +50.3% |
| All | +63.5% | +14.1% | +49.4% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling