+9.3%
MCO vs MAGS
+5.9%
+3.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.2% |
| 7D | +10.7% | -1.4% | +12.1% | +11.1% |
| 30D | +17.9% | -4.4% | +22.3% | +19.3% |
| 3M | +9.5% | +1.9% | +7.6% | +8.4% |
| 6M | +18.1% | +4.9% | +13.1% | +15.2% |
| YTD | +4.1% | +6.5% | -2.4% | +1.4% |
| 1Y | +9.3% | +6.3% | +3.0% | +6.6% |
| All | +9.3% | +5.9% | +3.5% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling