+25.8%
MDT vs MAGS
+187.1%
-161.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +1.0% | +1.1% | 0.0% | +0.9% |
| 3M | +15.2% | +7.7% | +7.5% | +14.4% |
| 6M | +3.7% | +11.7% | -8.0% | +2.5% |
| YTD | -3.0% | +4.9% | -7.9% | -3.6% |
| 1Y | +2.5% | +14.3% | -11.9% | +0.8% |
| 3Y | +26.5% | +128.9% | -102.5% | +13.3% |
| All | +25.8% | +187.1% | -161.3% | +8.3% |
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