-20.7%
MDLN vs MAGS
+6.1%
-26.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -11.1% | +0.6% | -11.7% | -11.3% |
| 30D | -8.4% | +3.2% | -11.6% | -9.3% |
| 3M | -12.4% | +7.7% | -20.1% | -14.1% |
| 6M | -23.3% | +12.5% | -35.7% | -27.7% |
| YTD | -22.5% | +6.0% | -28.5% | -26.6% |
| All | -20.7% | +6.1% | -26.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling