+7.5%
MCD vs MAGS
+186.7%
-179.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.7% |
| 7D | +5.9% | +1.3% | +4.6% | +5.9% |
| 30D | +19.6% | -6.3% | +26.0% | +19.9% |
| 3M | +3.3% | -0.1% | +3.3% | +3.2% |
| 6M | +3.5% | -0.8% | +4.2% | +3.4% |
| YTD | -6.1% | +4.7% | -10.9% | -6.5% |
| 1Y | -3.7% | +6.8% | -10.4% | -4.2% |
| 3Y | +13.4% | +128.9% | -115.6% | +3.7% |
| All | +7.5% | +186.7% | -179.2% | -6.6% |
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