+6.5%
SLB vs MAGS
+180.2%
-173.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.2% |
| 7D | -7.1% | -1.4% | -5.7% | -6.7% |
| 30D | +4.1% | -8.4% | +12.4% | +6.9% |
| 3M | -2.6% | -1.5% | -1.1% | -2.3% |
| 6M | -8.6% | -1.4% | -7.2% | -8.4% |
| YTD | +32.2% | +2.4% | +29.8% | +30.6% |
| 1Y | +40.7% | +3.5% | +37.1% | +38.2% |
| 3Y | -4.5% | +125.3% | -129.8% | -21.2% |
| All | +6.5% | +180.2% | -173.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling