+5.6%
MCD vs MAGS
+180.2%
-174.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | +7.1% | -1.4% | +8.5% | +7.2% |
| 30D | +19.8% | -8.4% | +28.1% | +20.1% |
| 3M | +0.8% | -1.5% | +2.3% | +0.8% |
| 6M | -1.3% | -1.4% | 0.0% | -1.4% |
| YTD | -7.8% | +2.4% | -10.1% | -8.1% |
| 1Y | -5.0% | +3.5% | -8.5% | -5.3% |
| 3Y | +10.5% | +125.3% | -114.7% | +1.1% |
| All | +5.6% | +180.2% | -174.6% | -8.2% |
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 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