+144.7%
MCK vs MAGS
+190.0%
-45.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | +0.1% |
| 7D | -2.9% | +0.6% | -3.6% | -2.9% |
| 30D | +0.4% | +3.2% | -2.8% | +0.6% |
| 3M | +12.1% | +7.7% | +4.4% | +12.7% |
| 6M | -5.4% | +12.5% | -17.9% | -4.9% |
| YTD | +7.8% | +6.0% | +1.8% | +8.1% |
| 1Y | +22.9% | +14.4% | +8.6% | +23.6% |
| 3Y | +110.7% | +127.5% | -16.8% | +115.8% |
| All | +144.7% | +190.0% | -45.4% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling