+190.0%
MAGS vs MKC
-34.0%
+224.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.2% | -4.3% | +5.6% | +1.2% |
| 30D | -0.1% | -2.0% | +1.9% | -0.1% |
| 3M | +3.8% | +10.0% | -6.2% | +4.0% |
| 6M | +13.2% | -18.5% | +31.8% | +13.3% |
| YTD | +4.7% | -22.4% | +27.1% | +4.8% |
| 1Y | +14.4% | -23.6% | +38.0% | +14.7% |
| 3Y | +128.6% | -30.4% | +159.0% | +140.5% |
| All | +190.0% | -34.0% | +224.0% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling